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"Precise option pricing by the COS method - How to choose the truncation range."
Gero Junike, Konstantin Pankrashkin (2022)
- Gero Junike
, Konstantin Pankrashkin:
Precise option pricing by the COS method - How to choose the truncation range. Appl. Math. Comput. 421: 126935 (2022)
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