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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
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