Mirco Mahlstedt

Identifiers

• name variant Mirco Mahlstedt 0.60 · backfill

Papers (5)

1. A new approach for American option pricing: The Dynamic Chebyshev method q-fin.CP · 2018 · author #2
2. Improved error bound for multivariate Chebyshev polynomial interpolation math.NA · 2016 · author #2
3. Model reduction for calibration of American options math.NA · 2016 · author #3
4. Calibration to American Options: Numerical Investigation of the de-Americanization q-fin.CP · 2016 · author #4
5. Chebyshev Interpolation for Parametric Option Pricing q-fin.CP · 2015 · author #3

Mentions

• 1611.08706 #2 · arxiv_oai · confidence 0.70 Mirco Mahlstedt
• 1611.06452 #3 · arxiv_oai · confidence 0.70 Mirco Mahlstedt
• 1505.04648 #3 · backfill · confidence 0.70 Mirco Mahlstedt

Frequent Coauthors

• Kathrin Glau 5 shared papers
• Barbara Wohlmuth 2 shared papers
• Maximilian Ga{\ss} 2 shared papers
• Olena Burkovska 2 shared papers
• Christian P\"otz 1 shared papers
• Maximilian Mair 1 shared papers
• Wim Schoutens 1 shared papers