Exponential time integration and Chebychev discretisation schemes for fast pricing of options

By D. Tangman, A. Gopaul, M. Bhuruth. 2008

56 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/6db656abca1c3fb3428e567a875267e901e82e2d