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 |
|---|---|---|
| Improved error bound for multivariate Chebyshev polynomial interpolation International Journal of Computer Mathematics | 2022-02-16 | Paper |
| A New Approach for American Option Pricing: The Dynamic Chebyshev Method SIAM Journal on Scientific Computing | 2019-03-13 | Paper |
| Calibration to American options: numerical investigation of the de-americanization method Quantitative Finance | 2018-11-14 | Paper |
| Calibration to American options: numerical investigation of the de-americanization method Quantitative Finance | 2018-11-14 | Paper |
| Chebyshev interpolation for parametric option pricing Finance and Stochastics | 2018-07-16 | Paper |
| Model reduction for calibration of American options | 2016-11-19 | Paper |
Research outcomes over time
This page was built for person: Mirco Mahlstedt
