Browsing Queen Mary University of London Theses by Author "Potz, Christian"
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Function approximation for option pricing and risk management Methods, theory and applications.
Potz, Christian (Queen Mary University of London., 2020-11-17)This thesis investigates the application of function approximation techniques for computationally demanding problems in nance. We focus on the use of Chebyshev interpolation and its multivariate extensions. The main ...