Details
Title
Glau, Kathrin Beatrice
Sciper ID
303516
Affiliated labs
CSF
Publications
A New Approach For American Option Pricing: The Dynamic Chebyshev Method
Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing
Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing
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