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MoRePaS 2015 - Model Reduction of Parametrized Systems III

Oct 13 – 16, 2015
SISSA, International School for Advanced Studies, main campus, Trieste, Italy
Europe/Rome timezone

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Chebyshev Interpolation for Parametric Option Pricing

Oct 14, 2015, 5:25 PM
5m
Aula Magna Paolo Budinich (SISSA, International School for Advanced Studies, main campus, Trieste, Italy)

Aula Magna Paolo Budinich

SISSA, International School for Advanced Studies, main campus, Trieste, Italy

Via Bonomea 265, 34136 Trieste, Italy
Poster Posters CP1 Poster Blitz

Speaker

Mr Maximilian Gaß (TU München)

Primary author

Kathrin Glau (Technische Universität München)

Co-authors

Mr Maximilian Gaß (TU München) Mr Maximilian Mair (TU München, Unicredit) Mr Mirco Mahlstedt (TU München)

Presentation materials

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