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

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Junike, Gero
Format:	Preprint
Publié:	2023
Sujets:	Computational Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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