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Option pricing with Legendre polynomials.
Julien Hok
Tat Lung (Ron) Chan
Published in:
J. Comput. Appl. Math. (2017)
Keyphrases
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option pricing
orthogonal polynomials
black scholes
stock price
decision analysis
real option
capital budgeting
differential equations
black scholes model
legendre moments
zernike moments
non stationary
game theory
stock market
historical data
orthogonal moments