The following pages link to On the data-driven COS method (Q2422825):
Displaying 6 items.
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Precise option pricing by the COS method -- how to choose the truncation range (Q2079122) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
