Mirco Mahlstedt

According to our database, Mirco Mahlstedt authored at least 3 papers between 2018 and 2019.

Collaborative distances:

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

2019

A New Approach for American Option Pricing: The Dynamic Chebyshev Method.

Kathrin Glau, Mirco Mahlstedt, Christian Pötz

SIAM J. Sci. Comput., 2019

Improved error bound for multivariate Chebyshev polynomial interpolation.

Kathrin Glau, Mirco Mahlstedt

Int. J. Comput. Math., 2019

2018

Chebyshev interpolation for parametric option pricing.

Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt, Maximilian Mair

Finance Stochastics, 2018