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

Gaß, M., Glau, K., Mair, M.
Magic Points in Finance: Empirical Interpolation for Parametric Option Pricing (first version 2015)
SIAM Journal for Financial Mathematics
2017
8
1