Person

Kathrin Beatrice Glau

This person is no longer with EPFL

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https://people.epfl.ch/kathrin.glau

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Kathrin Beatrice Glau

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Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing

A New Approach For American Option Pricing: The Dynamic Chebyshev Method

Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing

A New Approach For American Option Pricing: The Dynamic Chebyshev Method