Mirco Mahlstedt

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Active since

2018

Affiliations

Technical University of Munich(Current)

Queen Mary University of London

Mirco Mahlstedt is an author at Technical University of Munich specializing in polynomial interpolation, numerical methods in finance, and interpolation techniques.

ORCID

Publications per year

2018–2019

Publications

Chebyshev interpolation for parametric option pricing

Maximilian Gaß, Kathrin Glau, Mirco Mahlstedt et al. · Finance and Stochastics · 2018 · 45 citations · Full text

Business, Economics, Financial Economics +16

Calibration to American options: numerical investigation of the de-Americanization method

Olena Burkovska, Kathrin Glau, Mirco Mahlstedt et al. · Quantitative Finance · 2018 · 12 citations · Full text

Business, Economics, Finance +16

Improved error bound for multivariate Chebyshev polynomial interpolation

Kathrin Glau, Mirco Mahlstedt · International Journal of Computer Mathematics · 2019 · 11 citations · Full text

Computing, Computer Science, Mathematics +14

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