A tensor-train multidimensional inverse Laplace transform

MaRDI QIDQ7260272arXivFDO

Authors Martin Mikkelsen, Michael J. Kastoryano

Publication date 2026

Published in arXiv

arXiv classification

math.NA

Cited in

(1)

• COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing

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