Mirco Mahlstedt

Available identifiers

zbMath Open mahlstedt.mircoMaRDI QIDQ1650946

List of research outcomes

Publication	Date of Publication	Type
Improved error bound for multivariate Chebyshev polynomial interpolation	2022-02-16	Paper
A New Approach for American Option Pricing: The Dynamic Chebyshev Method	2019-03-13	Paper
Calibration to American options: numerical investigation of the de-americanization method	2018-11-14	Paper
Chebyshev interpolation for parametric option pricing	2018-07-16	Paper
Model reduction for calibration of American options	2016-11-19	Paper

Research outcomes over time

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