Christian P\"otz

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Papers (3)

1. Fast Calculation of Credit Exposures for Barrier and Bermudan options using Chebyshev interpolation q-fin.CP · 2019 · author #3
2. A new approach for American option pricing: The Dynamic Chebyshev method q-fin.CP · 2018 · author #3
3. The Chebyshev method for the implied volatility q-fin.CP · 2017 · author #4

Mentions

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Frequent Coauthors

• Kathrin Glau 3 shared papers
• Dilip B. Madan 1 shared papers
• Mirco Mahlstedt 1 shared papers
• Paul Herold 1 shared papers
• Ricardo Pachon 1 shared papers