Abstract

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 11 February 2019Accepted: 26 May 2020Published online: 15 September 2020KeywordsChebyshev interpolation, parametric option pricing, high-dimensional problem, tensor train format, low-rank tensor approximation, tensor completionAMS Subject Headings91G60, 41A10, 65DO5, 15A69, 65K05Publication DataISSN (online): 1945-497XPublisher: Society for Industrial and Applied MathematicsCODEN: sjfmbj

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