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

Improved error bound for multivariate Chebyshev polynomial interpolation. - Kathrin Glau; Mirco Mahlstedt (Int. J. Comput. Math., 2019)

A New Approach for American Option Pricing: The Dynamic Chebyshev Method. - Kathrin Glau; Mirco Mahlstedt; Christian Pötz (SIAM J. Sci. Comput., 2019)