Pages that link to "Item:Q5131414"
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The following pages link to Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414):
Displaying 5 items.
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Sparse grid method for highly efficient computation of exposures for xVA (Q2168601) (← links)
- Improved error bound for multivariate Chebyshev polynomial interpolation (Q5031713) (← links)
- Black Box Approximation in the Tensor Train Format Initialized by ANOVA Decomposition (Q6095435) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)
