User: Guest  Login
Sort by:
and:
next

Glau, K.; Mahlstedt, M.
Improved error bound for multivariate Chebyshev polynomial interpolation
Working Paper
2016
Burkovska, O.; Glau, K.; Mahlstedt, M.; Wohlmuth, B.
Model reduction for calibration of American options
Working Paper
2016
Burkovska, O.; Gaß, M.; Glau,K.; Mahlstedt, M.; Schoutens, W.; Wohlmuth, B.
Calibration to American Options: Numerical Investigation of the de-Americanization
Working Paper
2016
Criens, D.; Glau, K.
Martingale Property in Terms of Semimartingale Problems
Working Paper
2016
Gaß, M.; Glau, K.
A Flexible Galerkin Scheme for Option Pricing in Lévy Models
Working Paper
2016
Glau, K.; Grbac, Z.; Papapantoleon, A.
A Unified View on LIBOR Models
accepted for publication in the Festschrift in honour of Ernst Eberlein
2016
Gaß, M., Glau, K., Mair, M.
Magic Points in Finance: Empirical Interpolation for Parametric Option Pricing (first version 2015)
Working Paper
2016
Glau, Kathrin
Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations
SIAM Journal Theory of Probability and Its Application
2016
60/3
383–406
Gaß, M.; Glau, K.; Mahlstedt, M.; Mair, M.
Chebyshev Interpolation for Parametric Option Pricing (first version 2015)
Working Paper
2016
Glau, K.; Gaß, M.
Die PIDE-Methode
RISIKO MANAGER
2014
25
17-24
Sort by:
and:
next