Pötz, Christian

1. The Chebyshev method for the implied volatility
   2017/10/04 by Kathrin Glau, Paul Herold, Glau, Kathrin +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #65D05 #90-08 #91G60 #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical functions and polynomials #Stochastic processes and financial applications
2. 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
3. Speed-up credit exposure calculations for pricing and risk management
   2019/12/03 by Glau, Kathrin, Pachon, Ricardo, Pötz, Christian · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business #Risk Management (q-fin.RM)