Christian Pötz

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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!

PublicationDate of PublicationType
Speed-up credit exposure calculations for pricing and risk management
Quantitative Finance
2021-06-02Paper
A New Approach for American Option Pricing: The Dynamic Chebyshev Method
SIAM Journal on Scientific Computing
2019-03-13Paper


Research outcomes over time


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