Glau, K.; Mahlstedt, M.
Improved error bound for multivariate Chebyshev polynomial interpolation
International Journal of Computer Mathematics
2019
96(11)
2302-2314

Burkovska, O.; Glau, K.; Mahlstedt, M.; Wohlmuth, B.
Complexity reduction for calibration to American options
Journal of Computational Finance
2019
23
1
25-60

Burkovska, O.; Gaß, M.; Glau,K.; Mahlstedt, M.; Schoutens, W.; Wohlmuth, B.
Calibration to American Options: Numerical Investigation of the de-Americanization
Quantitative Finance
2018
18
7

Gaß, M.; Glau, K.; Mahlstedt, M.; Mair, M.
Chebyshev Interpolation for Parametric Option Pricing (first version 2015)
Finance and Stochastics
2018
22
3
7

Escobar, M.; Mahlstedt, M.; Panz, S.; Zagst, R.
Vulnerable Exotic Derivatives
Journal of Derivatives
2017
24
3
84-102

Mahlstedt, M; Zagst, R.
Inflation protected investment strategies
Risks
2016
4
2
1-21