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From characteristic functions to multivariate distribution functions and European option prices by the damped COS method

Fuente: arXiv

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Bibliographic Details
Main Authors:	Junike, Gero, Stier, Hauke
Format:	Preprint
Published:	2023
Subjects:	Computational Finance 65D30, 65T40, 65Z05, 60E10
Online Access:	Acceder al recurso
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