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M. Gaß

6 papers hereh-index 492 citations11 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author1

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.CP4
  • math.AP1
  • math.NA1

identity via Semantic Scholar / OpenAlex

activity
20152021
most citedChebyshev Interpolation for Parametric Option Pricing

9 citations · 11 across the 5 of their papers we have counts for

collaborators
Showing 2015 · math.NAShow all

1 paper · 2 filters

math.NA2015

Parametric Integration by Magic Point Empirical Interpolation

Maximilian Gaß, Kathrin Glau

We derive analyticity criteria for explicit error bounds and an exponential rate of convergence of the magic point empirical interpolation method introduced by Barrault et al. (200…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.