Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing. - Damir Filipovic; Kathrin Glau; Yuji Nakatsukasa; Francesco Statti (CoRR, 2019)

Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing. - Kathrin Glau; Daniel Kressner; Francesco Statti (SIAM J. Financial Math., 2020)