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dc.contributor.authorGlau, Ken_US
dc.contributor.authorKressner, Den_US
dc.contributor.authorStatti, Fen_US
dc.date.accessioned2020-06-26T09:19:11Z
dc.date.available2020-05-26en_US
dc.identifier.issn1945-497Xen_US
dc.identifier.urihttps://qmro.qmul.ac.uk/xmlui/handle/123456789/65240
dc.publisherSociety for Industrial and Applied Mathematicsen_US
dc.relation.ispartofSIAM Journal on Financial Mathematicsen_US
dc.rightsThis is a pre-copyedited, author-produced version of an article accepted for publication in SIAM Journal on Financial Mathematics following peer review.
dc.titleLow-rank tensor approximation for Chebyshev interpolation in parametric option pricingen_US
dc.typeArticle
dc.rights.holder© 2020 Society for Industrial and Applied Mathematics
pubs.notesNot knownen_US
pubs.publication-statusAccepteden_US
dcterms.dateAccepted2020-05-26en_US
rioxxterms.funderDefault funderen_US
rioxxterms.identifier.projectDefault projecten_US
rioxxterms.funder.project483cf8e1-88a1-4b8b-aecb-8402672d45f8en_US


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