{"id":"https://openalex.org/W2276816099","doi":"https://doi.org/10.1007/978-3-319-20239-6_35","title":"Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options","display_name":"Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2276816099","doi":"https://doi.org/10.1007/978-3-319-20239-6_35","mag":"2276816099"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-20239-6_35","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-20239-6_35","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014051889","display_name":"Edson Pindza","orcid":"https://orcid.org/0000-0003-3207-8067"},"institutions":[{"id":"https://openalex.org/I869660684","display_name":"University of the Western Cape","ror":"https://ror.org/00h2vm590","country_code":"ZA","type":"education","lineage":["https://openalex.org/I869660684"]}],"countries":["ZA"],"is_corresponding":true,"raw_author_name":"Edson Pindza","raw_affiliation_strings":["Department of Mathematics and Applied Mathematics, University of the Western Cape, Private Bag X17, Bellville, 7535, South Africa"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Applied Mathematics, University of the Western Cape, Private Bag X17, Bellville, 7535, South Africa","institution_ids":["https://openalex.org/I869660684"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5078740069","display_name":"Kailash C. Patidar","orcid":"https://orcid.org/0000-0003-4738-637X"},"institutions":[{"id":"https://openalex.org/I869660684","display_name":"University of the Western Cape","ror":"https://ror.org/00h2vm590","country_code":"ZA","type":"education","lineage":["https://openalex.org/I869660684"]}],"countries":["ZA"],"is_corresponding":false,"raw_author_name":"Kailash C. Patidar","raw_affiliation_strings":["Department of Mathematics and Applied Mathematics, University of the Western Cape, Private Bag X17, Bellville, 7535, South Africa"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Applied Mathematics, University of the Western Cape, Private Bag X17, Bellville, 7535, South Africa","institution_ids":["https://openalex.org/I869660684"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5060040544","display_name":"Edgard Ngounda","orcid":null},"institutions":[{"id":"https://openalex.org/I869660684","display_name":"University of the Western Cape","ror":"https://ror.org/00h2vm590","country_code":"ZA","type":"education","lineage":["https://openalex.org/I869660684"]}],"countries":["ZA"],"is_corresponding":false,"raw_author_name":"Edgard Ngounda","raw_affiliation_strings":["Department of Mathematics and Applied Mathematics, University of the Western Cape, Private Bag X17, Bellville, 7535, South Africa"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Applied Mathematics, University of the Western Cape, Private Bag X17, Bellville, 7535, South Africa","institution_ids":["https://openalex.org/I869660684"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5014051889"],"corresponding_institution_ids":["https://openalex.org/I869660684"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.13869749,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"323","last_page":"331"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.7330999970436096,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.7330999970436096,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.6858999729156494,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10171","display_name":"Biofuel production and bioconversion","score":0.6797000169754028,"subfield":{"id":"https://openalex.org/subfields/2204","display_name":"Biomedical Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/butterfly","display_name":"Butterfly","score":0.816726803779602},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7433872818946838},{"id":"https://openalex.org/keywords/collocation","display_name":"Collocation (remote sensing)","score":0.5783737301826477},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3988739848136902},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3717631995677948},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3437252342700958},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.17175430059432983},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.09686866402626038},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07689005136489868},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.0517997145652771}],"concepts":[{"id":"https://openalex.org/C2778605236","wikidata":"https://www.wikidata.org/wiki/Q1018085","display_name":"Butterfly","level":2,"score":0.816726803779602},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7433872818946838},{"id":"https://openalex.org/C80023036","wikidata":"https://www.wikidata.org/wiki/Q5147531","display_name":"Collocation (remote sensing)","level":2,"score":0.5783737301826477},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3988739848136902},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3717631995677948},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3437252342700958},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.17175430059432983},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.09686866402626038},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07689005136489868},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0517997145652771}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-20239-6_35","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-20239-6_35","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.47999998927116394,"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1509923322","https://openalex.org/W1600624394","https://openalex.org/W1995504856","https://openalex.org/W2003448741","https://openalex.org/W2031299990","https://openalex.org/W2054756613","https://openalex.org/W2054786539","https://openalex.org/W2081451167","https://openalex.org/W2115261391","https://openalex.org/W4235097295","https://openalex.org/W4300614681"],"related_works":["https://openalex.org/W2390313118","https://openalex.org/W1413765351","https://openalex.org/W2766881779","https://openalex.org/W2491755398","https://openalex.org/W131349765","https://openalex.org/W2390456639","https://openalex.org/W2373984786","https://openalex.org/W2389003189","https://openalex.org/W2893240731","https://openalex.org/W4390020348"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}