The following pages link to Maximilian Gaß (Q1650945):
Displayed 6 items.
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- Calibration to American options: numerical investigation of the de-Americanization method (Q4554482) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Parametric integration by magic point empirical interpolation (Q5113337) (← links)
- Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous L\'evy models (Q6361203) (← links)