Edit Profile Mahlstedt, Mirco Compute Distance To: Compute Author ID: mahlstedt.mirco Published as: Mahlstedt, M.; Mahlstedt, Mirco Documents Indexed: 3 Publications since 2018 all top 5 Co-Authors 0 single-authored 3 Glau, Kathrin 2 Gaß, Maximilian 1 Burkovska, Olena 1 Mair, Maximilian L. 1 Pötz, Christian 1 Schoutens, Wim 1 Wohlmuth, Barbara I. Serials 1 SIAM Journal on Scientific Computing 1 Finance and Stochastics 1 Quantitative Finance Fields 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Approximations and expansions (41-XX) 2 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year Citations contained in zbMATH 2 Publications have been cited 7 times in 7 Documents Cited by ▼ Year ▼ Chebyshev interpolation for parametric option pricing. Zbl 1402.91782Gaß, Maximilian; Glau, Kathrin; Mahlstedt, Mirco; Mair, Maximilian 6 2018 Calibration to American options: numerical investigation of the de-americanization method. Zbl 1400.91581Burkovska, O.; Gass, M.; Glau, K.; Mahlstedt, M.; Schoutens, W.; Wohlmuth, B. 1 2018 Chebyshev interpolation for parametric option pricing. Zbl 1402.91782Gaß, Maximilian; Glau, Kathrin; Mahlstedt, Mirco; Mair, Maximilian 6 2018 Calibration to American options: numerical investigation of the de-americanization method. Zbl 1400.91581Burkovska, O.; Gass, M.; Glau, K.; Mahlstedt, M.; Schoutens, W.; Wohlmuth, B. 1 2018 all top 5 Cited by 16 Authors 4 Glau, Kathrin 2 Gaß, Maximilian 2 Mahlstedt, Mirco 1 Ackerer, Damien 1 Alvarez, Alexander 1 Burkovska, Olena 1 Chan, Tat Lung (Ron) 1 Filipović, Damir 1 Hale, Nicholas 1 Kressner, Daniel 1 Mair, Maximilian L. 1 Olivares, Pablo 1 Pötz, Christian 1 Schoutens, Wim 1 Statti, Francesco 1 Wohlmuth, Barbara I. Cited in 5 Serials 2 Quantitative Finance 2 SIAM Journal on Financial Mathematics 1 SIAM Journal on Scientific Computing 1 Finance and Stochastics 1 Journal of Applied Mathematics all top 5 Cited in 7 Fields 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Probability theory and stochastic processes (60-XX) 1 Approximations and expansions (41-XX) 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year