Maximilian Gaß

Publication Activity (10 Years)

Years Active: 2017-2018
Publications (10 Years): 3

Top Topics

Black Scholes Model

Computational Intelligence

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Publications

Maximilian Gaß, Kathrin Glau
A Flexible Galerkin Scheme for Option Pricing in Lévy Models. SIAM J. Financial Math. 9 (3) (2018)
Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt, Maximilian Mair
Chebyshev interpolation for parametric option pricing. Finance Stochastics 22 (3) (2018)
Maximilian Gaß, Kathrin Glau, Maximilian Mair
Magic Points in Finance: Empirical Integration for Parametric Option Pricing. SIAM J. Financial Math. 8 (1) (2017)