The following pages link to Mirco Mahlstedt (Q1650946):
Displaying 4 items.
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Calibration to American options: numerical investigation of the de-Americanization method (Q4554482) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- Improved error bound for multivariate Chebyshev polynomial interpolation (Q5031713) (← links)