{"id":"https://openalex.org/W1841486359","doi":"https://doi.org/10.1007/s00780-018-0361-y","title":"Chebyshev interpolation for parametric option pricing","display_name":"Chebyshev interpolation for parametric option pricing","publication_year":2018,"publication_date":"2018-04-18","ids":{"openalex":"https://openalex.org/W1841486359","doi":"https://doi.org/10.1007/s00780-018-0361-y","mag":"1841486359"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-018-0361-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00780-018-0361-y","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00780-018-0361-y.pdf","source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s00780-018-0361-y.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112871644","display_name":"Maximilian Ga\u00df","orcid":null},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Maximilian Ga\u00df","raw_affiliation_strings":["Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","Technical University of Munich"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]},{"raw_affiliation_string":"Technical University of Munich","institution_ids":["https://openalex.org/I62916508"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030208177","display_name":"Kathrin Glau","orcid":"https://orcid.org/0000-0001-6733-1689"},"institutions":[{"id":"https://openalex.org/I166337079","display_name":"Queen Mary University of London","ror":"https://ror.org/026zzn846","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I166337079"]},{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE","GB"],"is_corresponding":true,"raw_author_name":"Kathrin Glau","raw_affiliation_strings":["Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","School of Mathematical Sciences, Queen Mary University of London, Mile End Road, E1 4NS, London, UK","Technical University of Munich","Queen Mary University of London"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]},{"raw_affiliation_string":"School of Mathematical Sciences, Queen Mary University of London, Mile End Road, E1 4NS, London, UK","institution_ids":["https://openalex.org/I166337079"]},{"raw_affiliation_string":"Technical University of Munich","institution_ids":["https://openalex.org/I62916508"]},{"raw_affiliation_string":"Queen Mary University of London","institution_ids":["https://openalex.org/I166337079"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067656289","display_name":"Mirco Mahlstedt","orcid":"https://orcid.org/0000-0002-0574-9534"},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Mirco Mahlstedt","raw_affiliation_strings":["Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","Technical University of Munich"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]},{"raw_affiliation_string":"Technical University of Munich","institution_ids":["https://openalex.org/I62916508"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044025316","display_name":"Maximilian Mair","orcid":null},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"education","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Maximilian Mair","raw_affiliation_strings":["Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","Technical University of Munich"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Mathematics, Technical University of Munich, Parkring 11, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]},{"raw_affiliation_string":"Technical University of Munich","institution_ids":["https://openalex.org/I62916508"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5030208177"],"corresponding_institution_ids":["https://openalex.org/I166337079","https://openalex.org/I62916508"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":{"value":2290,"currency":"EUR","value_usd":2890},"fwci":7.8789,"has_fulltext":true,"cited_by_count":45,"citation_normalized_percentile":{"value":0.97506749,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"22","issue":"3","first_page":"701","last_page":"731"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9873999953269958,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/chebyshev-nodes","display_name":"Chebyshev nodes","score":0.6900995373725891},{"id":"https://openalex.org/keywords/interpolation","display_name":"Interpolation (computer graphics)","score":0.6693614721298218},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6522160768508911},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.6159052848815918},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6113815307617188},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5456318855285645},{"id":"https://openalex.org/keywords/chebyshev-polynomials","display_name":"Chebyshev polynomials","score":0.5199117064476013},{"id":"https://openalex.org/keywords/chebyshev-filter","display_name":"Chebyshev filter","score":0.5131908059120178},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49087435007095337},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.48724523186683655},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4663848876953125},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.4492798447608948},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.4250625669956207},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.4185163378715515},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3892850875854492},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2713712453842163},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.20408183336257935},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11593687534332275},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.07744073867797852},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.07279142737388611},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07250538468360901}],"concepts":[{"id":"https://openalex.org/C171326582","wikidata":"https://www.wikidata.org/wiki/Q1052508","display_name":"Chebyshev nodes","level":3,"score":0.6900995373725891},{"id":"https://openalex.org/C137800194","wikidata":"https://www.wikidata.org/wiki/Q11713455","display_name":"Interpolation (computer graphics)","level":3,"score":0.6693614721298218},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6522160768508911},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.6159052848815918},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6113815307617188},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5456318855285645},{"id":"https://openalex.org/C129785596","wikidata":"https://www.wikidata.org/wiki/Q619511","display_name":"Chebyshev polynomials","level":2,"score":0.5199117064476013},{"id":"https://openalex.org/C21424316","wikidata":"https://www.wikidata.org/wiki/Q718621","display_name":"Chebyshev filter","level":2,"score":0.5131908059120178},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49087435007095337},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.48724523186683655},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4663848876953125},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.4492798447608948},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.4250625669956207},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.4185163378715515},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3892850875854492},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2713712453842163},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.20408183336257935},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11593687534332275},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.07744073867797852},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.07279142737388611},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07250538468360901},{"id":"https://openalex.org/C121684516","wikidata":"https://www.wikidata.org/wiki/Q7600677","display_name":"Computer graphics (images)","level":1,"score":0.0},{"id":"https://openalex.org/C502989409","wikidata":"https://www.wikidata.org/wiki/Q11425","display_name":"Animation","level":2,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1007/s00780-018-0361-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00780-018-0361-y","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00780-018-0361-y.pdf","source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1505.04648","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1505.04648","pdf_url":"https://arxiv.org/pdf/1505.04648","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:RePEc:arx:papers:1505.04648","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"preprint"},{"id":"pmh:oai:RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0361-y","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00780-018-0361-y","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:mediatum.ub.tum.de:node/1531175","is_oa":true,"landing_page_url":"http://mediatum.ub.tum.de/node?id=1531175","pdf_url":null,"source":{"id":"https://openalex.org/S4306400453","display_name":"mediaTUM \u2013 the media and publications repository of the Technical University Munich (Technical University Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I62916508","host_organization_name":"Technical University of Munich","host_organization_lineage":["https://openalex.org/I62916508"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:qmro.qmul.ac.uk:123456789/29098","is_oa":false,"landing_page_url":"http://qmro.qmul.ac.uk/xmlui/handle/123456789/29098","pdf_url":null,"source":{"id":"https://openalex.org/S4306400530","display_name":"Queen Mary Research Online (Queen Mary University of London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I166337079","host_organization_name":"Queen Mary University of London","host_organization_lineage":["https://openalex.org/I166337079"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":{"id":"doi:10.1007/s00780-018-0361-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00780-018-0361-y","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00780-018-0361-y.pdf","source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1841486359.pdf","grobid_xml":"https://content.openalex.org/works/W1841486359.grobid-xml"},"referenced_works_count":64,"referenced_works":["https://openalex.org/W8052360","https://openalex.org/W119317855","https://openalex.org/W253307310","https://openalex.org/W1480459000","https://openalex.org/W1497960573","https://openalex.org/W1503295912","https://openalex.org/W1531532214","https://openalex.org/W1649019767","https://openalex.org/W1663757356","https://openalex.org/W1688631392","https://openalex.org/W1830282952","https://openalex.org/W1835030294","https://openalex.org/W1909146625","https://openalex.org/W1961027791","https://openalex.org/W1968759608","https://openalex.org/W1983385690","https://openalex.org/W1987377268","https://openalex.org/W1993814196","https://openalex.org/W2001244105","https://openalex.org/W2004973016","https://openalex.org/W2014945091","https://openalex.org/W2024165284","https://openalex.org/W2031817855","https://openalex.org/W2032865375","https://openalex.org/W2050871708","https://openalex.org/W2059998776","https://openalex.org/W2063724955","https://openalex.org/W2064978316","https://openalex.org/W2077791698","https://openalex.org/W2079679886","https://openalex.org/W2098835926","https://openalex.org/W2109934077","https://openalex.org/W2115261391","https://openalex.org/W2117395364","https://openalex.org/W2122959466","https://openalex.org/W2138540172","https://openalex.org/W2139361195","https://openalex.org/W2147061613","https://openalex.org/W2151065060","https://openalex.org/W2165254608","https://openalex.org/W2169930605","https://openalex.org/W2242435127","https://openalex.org/W2316418224","https://openalex.org/W2557628074","https://openalex.org/W2564665093","https://openalex.org/W2742997166","https://openalex.org/W2797641211","https://openalex.org/W2798453318","https://openalex.org/W2928881687","https://openalex.org/W3021722416","https://openalex.org/W3108203422","https://openalex.org/W3121226382","https://openalex.org/W3121574170","https://openalex.org/W3122698138","https://openalex.org/W3123609652","https://openalex.org/W3124282701","https://openalex.org/W3125258526","https://openalex.org/W3196290810","https://openalex.org/W4205112682","https://openalex.org/W4231057775","https://openalex.org/W4235097295","https://openalex.org/W4254246953","https://openalex.org/W4292079583","https://openalex.org/W4301973099"],"related_works":["https://openalex.org/W2021099221","https://openalex.org/W2112919228","https://openalex.org/W1988318322","https://openalex.org/W4323652453","https://openalex.org/W4390947848","https://openalex.org/W1866822838","https://openalex.org/W2136992695","https://openalex.org/W2106962382","https://openalex.org/W2382532955","https://openalex.org/W2074316639"],"abstract_inverted_index":{"Recurrent":[0],"tasks":[1],"such":[2],"as":[3,25],"pricing,":[4],"calibration":[5],"and":[6,14,33,56,70,97,110],"risk":[7],"assessment":[8],"need":[9],"to":[10,43,62,120],"be":[11,121],"executed":[12],"accurately":[13],"in":[15,38],"real":[16],"time.":[17],"We":[18,88,129],"concentrate":[19],"on":[20],"parametric":[21,30,125],"option":[22],"pricing":[23],"(POP)":[24],"a":[26,108,132],"generic":[27],"instance":[28],"of":[29,53,82,101,104,113],"conditional":[31],"expectations":[32],"show":[34],"that":[35],"polynomial":[36],"interpolation":[37,55],"the":[39,80,83,99,105,115],"parameter":[40],"space":[41],"promises":[42],"considerably":[44],"reduce":[45],"run-times":[46],"while":[47],"maintaining":[48],"accuracy.":[49],"The":[50,74],"attractive":[51],"properties":[52],"Chebyshev":[54,116],"its":[57,91],"tensorized":[58],"extension":[59],"enable":[60],"us":[61],"identify":[63],"broadly":[64],"applicable":[65],"criteria":[66],"for":[67],"(sub)exponential":[68],"convergence":[69],"explicit":[71],"error":[72],"bounds.":[73],"method":[75,117],"is":[76,85],"most":[77,86],"promising":[78],"when":[79],"computation":[81],"prices":[84],"challenging.":[87],"therefore":[89],"investigate":[90],"combination":[92],"with":[93,131],"Monte":[94,127],"Carlo":[95],"simulation":[96],"analyze":[98],"effect":[100],"(stochastic)":[102],"approximations":[103],"interpolation.":[106],"For":[107],"wide":[109],"important":[111],"range":[112],"problems,":[114],"turns":[118],"out":[119],"more":[122],"efficient":[123],"than":[124],"multilevel":[126],"Carlo.":[128],"conclude":[130],"numerical":[133],"efficiency":[134],"study.":[135]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-02T09:51:11.867554","created_date":"2016-06-24T00:00:00"}