Details
Title
Statti, Francesco
Sciper ID
263702
Affiliated labs
ANCHP
Publications
Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing
MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing
MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing
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