Maximilian Gaß
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Person:1650945
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous L\'evy models | 2021-02-21 | Paper |
| Parametric integration by magic point empirical interpolation IMA Journal of Numerical Analysis | 2020-06-04 | Paper |
| Calibration to American options: numerical investigation of the de-americanization method Quantitative Finance | 2018-11-14 | Paper |
| A Flexible Galerkin Scheme for Option Pricing in Lévy Models SIAM Journal on Financial Mathematics | 2018-10-31 | Paper |
| Chebyshev interpolation for parametric option pricing Finance and Stochastics | 2018-07-16 | Paper |
| Magic Points in Finance: Empirical Integration for Parametric Option Pricing SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
Research outcomes over time
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