Javier de Frutos, Víctor Gatón. Chebyshev reduced basis function applied to option valuation. Comput. Manag. Science, 14(4):465-491, 2017. [doi]
@article{FrutosG17-0,
title = {Chebyshev reduced basis function applied to option valuation},
author = {Javier de Frutos and Víctor Gatón},
year = {2017},
doi = {10.1007/s10287-017-0287-4},
url = {https://doi.org/10.1007/s10287-017-0287-4},
researchr = {https://researchr.org/publication/FrutosG17-0},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {14},
number = {4},
pages = {465-491},
}