Solution of option pricing equations using orthogonal polynomial expansion. - Falko Baustian; Katerina Filipová; Jan Pospisil 001 (CoRR, 2019)

A note on a PDE approach to option pricing under xVA. - Falko Baustian; Martin Fencl; Jan Pospisil 001; Vladimír Svígler (CoRR, 2021)