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ChebyshevEfficiencyHestonsurface

Chebyshev Interpolation for Parametric Option Pricing. Gaß, Glau, Mahlstedt, Mair arxiv.org/abs/1505.04648 #q-fin

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Uploaded on July 11, 2016

ChebyshevEfficiencyHestonsurface

Chebyshev Interpolation for Parametric Option Pricing. Gaß, Glau, Mahlstedt, Mair arxiv.org/abs/1505.04648 #q-fin

53 views
0 faves
0 comments
Uploaded on July 11, 2016
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