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Searched for: subject%3A%22Simulation%22
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Solving the partial differential equation for pricing barrier options via trigonometric expansions
Solving multivariate expectations using dimension-reduced fourier-cosine series expansion and its application in finance
Replacing the Monte Carlo Simulation with the COS Method for PFE (Potential Future Exposure) Calculations
European option pricing under the rough Heston model using the COS method
Searched for: subject%3A%22Simulation%22
(1 - 4 of 4)
Document type
Date
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