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Maximilian Ga{\ss}

Identifiers

  • name variant Maximilian Ga{\ss} 0.60 · backfill

Papers (5)

  1. Calibration to American Options: Numerical Investigation of the de-Americanization q-fin.CP · 2016 · author #2
  2. A Flexible Galerkin Scheme for Option Pricing in L\'evy Models q-fin.CP · 2016 · author #1
  3. Parametric Integration by Magic Point Empirical Interpolation math.NA · 2015 · author #1
  4. Magic points in finance: Empirical integration for parametric option pricing q-fin.CP · 2015 · author #1
  5. Chebyshev Interpolation for Parametric Option Pricing q-fin.CP · 2015 · author #1

Mentions

  • 1511.00884 #1 · backfill · confidence 0.70 Maximilian Ga{\ss}
  • 1511.08510 #1 · arxiv_oai · confidence 0.70 Maximilian Ga{\ss}
  • 1505.04648 #1 · backfill · confidence 0.70 Maximilian Ga{\ss}

Frequent Coauthors