Maximilian Ga{\ss}
Identifiers
- name variant Maximilian Ga{\ss} 0.60 · backfill
Papers (5)
- Calibration to American Options: Numerical Investigation of the de-Americanization q-fin.CP · 2016 · author #2
- A Flexible Galerkin Scheme for Option Pricing in L\'evy Models q-fin.CP · 2016 · author #1
- Parametric Integration by Magic Point Empirical Interpolation math.NA · 2015 · author #1
- Magic points in finance: Empirical integration for parametric option pricing q-fin.CP · 2015 · author #1
- 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
- Kathrin Glau 5 shared papers
- Maximilian Mair 2 shared papers
- Mirco Mahlstedt 2 shared papers
- Barbara Wohlmuth 1 shared papers
- Olena Burkovska 1 shared papers
- Wim Schoutens 1 shared papers