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Christian Pötz
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Option Pricing
Computational Complexity
Top Venues
SIAM J. Sci. Comput.
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Publications
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Kathrin Glau
,
Mirco Mahlstedt
,
Christian Pötz
A New Approach for American Option Pricing: The Dynamic Chebyshev Method.
SIAM J. Sci. Comput.
41 (1) (2019)