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  • Search: subject:"(Tensorized) Chebyshev polynomials"
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(Tensorized) Chebyshev polynomials 1 Complexity reduction 1 Estimation theory 1 Fourier transform methods 1 Monte Carlo 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate option pricing 1 Online-offline decomposition 1 Option pricing theory 1 Optionspreistheorie 1 Parametric Monte Carlo 1 Polynomial interpolation 1 Schätztheorie 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gaß, Maximilian 1 Glau, Kathrin 1 Mahlstedt, Mirco 1 Mair, Maximilian 1
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Finance and stochastics 1
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Chebyshev interpolation for parametric option pricing
Gaß, Maximilian; Glau, Kathrin; Mahlstedt, Mirco; … - In: Finance and stochastics 22 (2018) 3, pp. 701-731
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