Maximilian Mair

According to our database, Maximilian Mair authored at least 3 papers between 2008 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

2008

A Computational Analysis of the Tournament Equilibrium Set.

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

Proceedings of the Twenty-Third AAAI Conference on Artificial Intelligence, 2008