Pages that link to "Item:Q1650947"
From MaRDI portal
The following pages link to Chebyshev interpolation for parametric option pricing (Q1650947):
Displaying 20 items.
- Pricing basket options by polynomial approximations (Q670300) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- Constructive deep ReLU neural network approximation (Q2067309) (← links)
- Efficient randomized tensor-based algorithms for function approximation and low-rank kernel interactions (Q2093707) (← links)
- Sparse grid method for highly efficient computation of exposures for xVA (Q2168601) (← links)
- Linear credit risk models (Q2282965) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- Speed-up credit exposure calculations for pricing and risk management (Q4991089) (← links)
- Improved error bound for multivariate Chebyshev polynomial interpolation (Q5031713) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- KrigHedge: Gaussian Process Surrogates for Delta Hedging (Q5093245) (← links)
- Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
- HODLR\(d\)D: a new black-box fast algorithm for \(N\)-body problems in \(d\)-dimensions with guaranteed error bounds. Applications to integral equations and support vector machines (Q6126569) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)
- Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037) (← links)
- Accelerated computations of sensitivities for xVA* (Q6625109) (← links)
- On pricing of discrete Asian and Lookback options under the Heston model (Q6625112) (← links)
