@article{10_21136_AM_2021_0361_19,
     author = {Baustian, Falko and Filipov\'a, Kate\v{r}ina and Posp{\'\i}\v{s}il, Jan},
     title = {Solution of option pricing equations using orthogonal polynomial expansion},
     journal = {Applications of Mathematics},
     pages = {553--582},
     publisher = {mathdoc},
     volume = {66},
     number = {4},
     year = {2021},
     doi = {10.21136/AM.2021.0361-19},
     mrnumber = {4283303},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2021.0361-19/}
}