‪Michael Samet‬ - ‪Google Scholar‬

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Co-authors

Chiheb Ben HammoudaAssistant Professor, Mathematical Institute, Utrecht UniversityVerified email at uu.nl
Raul TemponeProfessor of Applied Mathematics, Director - Center for Uncertainty Quantification, KAUSTVerified email at kaust.edu.sa
Antonis PapapantoleonTU DelftVerified email at tudelft.nl
Christian BayerResearch fellow, Weierstrass Institute, BerlinVerified email at wias-berlin.de

Michael Samet

Michael Samet

RWTH Aachen University

Verified email at uq.rwth-aachen.de

Numerical Analysis Uncertainty Quantification Computational Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Optimal damping with a Hierarchical Adaptive Quadrature for efficient Fourier Pricing of Multi-asset Options in Lévy models C Bayer, C Ben Hammouda, A Papapantoleon, M Samet, R Tempone Journal of Computational Finance 27 (3), 43-86, 2024	9	2024
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options C Bayer, CB Hammouda, A Papapantoleon, M Samet, R Tempone arXiv preprint arXiv:2403.02832, 2024		2024
Hierarchical Adaptive Quadrature and Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options M Samet		2023

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