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"On the number of terms in the COS method for European option pricing."

Gero Junike (2024)

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DOI: 10.1007/S00211-024-01402-1

access: open

type: Journal Article

metadata version: 2024-06-08

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  dblp key:
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Gero Junike:
On the number of terms in the COS method for European option pricing. Numerische Mathematik 156(2): 533-564 (2024)

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