Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt, Maximilian Mair. Chebyshev interpolation for parametric option pricing. Finance and Stochastics, 22(3):701-731, 2018. [doi]
@article{GassGMM18,
title = {Chebyshev interpolation for parametric option pricing},
author = {Maximilian Gaß and Kathrin Glau and Mirco Mahlstedt and Maximilian Mair},
year = {2018},
doi = {10.1007/s00780-018-0361-y},
url = {https://doi.org/10.1007/s00780-018-0361-y},
researchr = {https://researchr.org/publication/GassGMM18},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {22},
number = {3},
pages = {701-731},
}