Mirco Mahlstedt
- Improved error bound for multivariate Chebyshev polynomial interpolation
2016/11/26 by Kathrin Glau, Glau, Kathrin, Mirco Mahlstedt +1 · 3 citations
Computer Science · #Numerical Methods and Algorithms #Digital Filter Design and Implementation #Polynomial and algebraic computation
- Chebyshev Interpolation for Parametric Option Pricing
2015/05/18 by Maximilian Gaß, Kathrin Glau, Gaß, Maximilian +5 · 3 citations
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