Maximilian Gaß

According to our database, Maximilian Gaß authored at least 3 papers between 2017 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

A Flexible Galerkin Scheme for Option Pricing in Lévy Models.

Maximilian Gaß, Kathrin Glau

SIAM J. Financial Math., 2018

Chebyshev interpolation for parametric option pricing.

Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt, Maximilian Mair

Finance Stochastics, 2018

2017

Magic Points in Finance: Empirical Integration for Parametric Option Pricing.

Maximilian Gaß, Kathrin Glau, Maximilian Mair

SIAM J. Financial Math., 2017