"Chebyshev interpolation for parametric option pricing."

Maximilian Gaß et al. (2018)

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DOI: 10.1007/S00780-018-0361-Y

access: open

type: Journal Article

metadata version: 2020-07-22

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Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt, Maximilian Mair:
Chebyshev interpolation for parametric option pricing. Finance Stochastics 22(3): 701-731 (2018)

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