Maximilian Mair

According to our database, Maximilian Mair authored at least 3 papers between 2010 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

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

2010

A computational analysis of the tournament equilibrium set.

Felix Brandt, Felix A. Fischer, Paul Harrenstein, Maximilian Mair

Soc. Choice Welf., 2010