Gass, Maximilian
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3

A Flexible Galerkin Scheme for Option Pricing in Lévy Model:

Gaß, Maximilian ; Glau, Kathrin
SIAM Journal on Financial Mathematics.  9 (2018)  3 - p. 930-965 , 2018
 
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5

Magic Points in Finance: Empirical Integration for Parametr..:

Gaß, Maximilian ; Glau, Kathrin ; Mair, Maximilian
SIAM Journal on Financial Mathematics.  8 (2017)  1 - p. 766-803 , 2017
 
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6

Parametric integration by magic point empirical interpolati..:

Gaß, Maximilian ; Glau, Kathrin
IMA Journal of Numerical Analysis.  39 (2017)  1 - p. 315-341 , 2017
 
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