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Chebyshev interpolation for parametric option pricing

Crossref DOI link: https://doi.org/10.1007/s00780-018-0361-y

Published Online: 2018-04-18

Published Print: 2018-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Gaß, Maximilian

Glau, Kathrin

Mahlstedt, Mirco

Mair, Maximilian
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Text and Data Mining valid from 2018-04-18
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Article History

Received: 17 June 2016

Accepted: 22 November 2017

First Online: 18 April 2018