Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414)
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scientific article; zbMATH DE number 7271097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing |
scientific article; zbMATH DE number 7271097 |
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Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (English)
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7 November 2020
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Chebyshev interpolation
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parametric option pricing
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high-dimensional problem
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tensor train format
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low-rank tensor approximation
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tensor completion
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