Maximilian Gaß

Available identifiers

zbMath Open gass.maximilianMaRDI QIDQ1650945

List of research outcomes

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	2020-06-04	Paper
Calibration to American options: numerical investigation of the de-americanization method	2018-11-14	Paper
A Flexible Galerkin Scheme for Option Pricing in Lévy Models	2018-10-31	Paper
Chebyshev interpolation for parametric option pricing	2018-07-16	Paper
Magic Points in Finance: Empirical Integration for Parametric Option Pricing	2018-03-12	Paper

Research outcomes over time

This page was built for person: Maximilian Gaß