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    • Chebyshev Interpolation for Parametric Option Pricing 

      Gaß, M; GLAU, KB; Mahlstedt, M; Mair, M (Springer Verlag, 2018-04-18)
      Function approximation with Chebyshev polynomials is a well-established and thoroughly investigated method within the field of numerical analysis. The method enjoys attractive convergence properties and its implementation ...