Using Chebyshev Polynomials to Approximate Partial Differential Equations

Guglielmo Maria Caporale and Mario Cerrato

Computational Economics, 2010, vol. 35, issue 3, 235-244

Keywords: European options; Chebyshev polynomial approximation; Chebyshev nodes; C63; G12 (search for similar items in EconPapers)
Date: 2010
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Working Paper: Using Chebyshev Polynomials to Approximate Partial Differential Equations (2008)
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DOI: 10.1007/s10614-009-9172-8

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