Mirco Mahlstedt

Publication Activity (10 Years)

Years Active: 2018-2019
Publications (10 Years): 3

Top Topics

Black Scholes Model

Decision Analysis

Top Venues

Finance Stochastics

Int. J. Comput. Math.

SIAM J. Sci. Comput.

Publications

Kathrin Glau, Mirco Mahlstedt, Christian Pötz
A New Approach for American Option Pricing: The Dynamic Chebyshev Method. SIAM J. Sci. Comput. 41 (1) (2019)
Kathrin Glau, Mirco Mahlstedt
Improved error bound for multivariate Chebyshev polynomial interpolation. Int. J. Comput. Math. 96 (11) (2019)
Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt, Maximilian Mair
Chebyshev interpolation for parametric option pricing. Finance Stochastics 22 (3) (2018)