Magic Points in Finance: Empirical Integration for Parametric Option Pricing. - Maximilian Gaß; Kathrin Glau; Maximilian Mair (SIAM J. Financial Math., 2017)

Chebyshev interpolation for parametric option pricing. - Maximilian Gaß; Kathrin Glau; Mirco Mahlstedt; Maximilian Mair (Finance Stochastics, 2018)

A Flexible Galerkin Scheme for Option Pricing in Lévy Models. - Maximilian Gaß; Kathrin Glau (SIAM J. Financial Math., 2018)