Chebyshev reduced basis function applied to option valuation

Javier de Frutos, Víctor Gatón

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DOI: 10.1007/s10287-017-0287-4
Published: 2017-07-14
Container: Computational Management Science
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s10287-017-0287-4,
  title = {Chebyshev reduced basis function applied to option valuation},
  author = {Javier de Frutos and Víctor Gatón},
  year = {2017},
  journal = {Computational Management Science},
  doi = {10.1007/s10287-017-0287-4},
  url = {https://doi.org/10.1007/s10287-017-0287-4}
}

RIS

TY  - JOUR
TI  - Chebyshev reduced basis function applied to option valuation
AU  - Javier de Frutos
AU  - Víctor Gatón
PY  - 2017
JO  - Computational Management Science
DO  - 10.1007/s10287-017-0287-4
UR  - https://doi.org/10.1007/s10287-017-0287-4
ER  -

APA

Frutos, J. D., & Gatón, V. (2017). Chebyshev reduced basis function applied to option valuation. Computational Management Science. https://doi.org/10.1007/s10287-017-0287-4

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crossref · retrieved 2026-09-25T10:39:19.829Z