- Title:
Chebyshev interpolation for parametric option pricing
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Gaß, Maximilian; Glau, Kathrin; Mahlstedt, Mirco; Mair, Maximilian
- Journal title:
- Finance and Stochastics
- Year:
- 2018
- Journal volume:
- 22
- Journal issue:
- 3
- Pages contribution:
- 701-731
- Fulltext / DOI:
- doi:10.1007/s00780-018-0361-y
- Publisher:
- Springer Science and Business Media LLC
- E-ISSN:
- 0949-29841432-1122
- Date of publication:
- 18.04.2018
- BibTeX