Mahlstedt, Mirco

1. Improved error bound for multivariate Chebyshev polynomial interpolation
   2016/11/26 by Kathrin Glau, Mirco Mahlstedt, Glau, Kathrin +1 · 3 citations
   Computer Science · #Numerical Methods and Algorithms #Digital Filter Design and Implementation #Polynomial and algebraic computation
2. Calibration to American Options: Numerical Investigation of the de-Americanization
   2016/11/18 by Burkovska, Olena, Gaß, Maximilian, Glau, Kathrin +3 · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business
3. Chebyshev Interpolation for Parametric Option Pricing
   2015/05/18 by Maximilian Gaß, Kathrin Glau, Gaß, Maximilian +5 · 1 citation
   Economics, Econometrics and Finance · Engineering · #41A10 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications
4. A new approach for American option pricing: The Dynamic Chebyshev method
   2018/06/14 by Glau, Kathrin, Mahlstedt, Mirco, Pötz, Christian · 1 citation
   #41A10 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business