Precise option pricing by the COS method -- how to choose the truncation range (Q2079122)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise option pricing by the COS method -- how to choose the truncation range |
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Precise option pricing by the COS method -- how to choose the truncation range (English)
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4 March 2022
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COS method
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cosine expansion
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option pricing
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truncation range
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Markov's inequality
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