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Michael Samet
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 2
Top Topics
Fourier Transform
Worst Case
Analytical Model
Quasi Monte Carlo
Top Venues
CoRR
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Publications
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Christian Bayer
,
Chiheb Ben Hammouda
,
Antonis Papapantoleon
,
Michael Samet
,
Raúl Tempone
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options.
CoRR
(2024)
Christian Bayer
,
Chiheb Ben Hammouda
,
Antonis Papapantoleon
,
Michael Samet
,
Raúl Tempone
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
CoRR
(2022)