Chebyshev interpolation for parametric option pricing.

Maximilian Gaß Kathrin Glau Mirco Mahlstedt Maximilian Mair

Published in: Finance Stochastics (2018)

Keyphrases

option pricing
stock price
black scholes
decision analysis
capital budgeting
real option
black scholes model
data mining
artificial intelligence
decision making
computational complexity
decision makers
theoretical framework
life cycle
stock market
multi attribute