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Searched for: subject%3A%22option%255C%252Bpricing%22
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Solving multivariate expectations using dimension-reduced fourier-cosine series expansion and its application in finance
European option pricing under the rough Heston model using the COS method
The Heston model with Term Structure: Option Pricing and Calibration
Reduction of Computing Time for Numerical Pricing of European Multi-dimensional Options based on the COS Method
Searched for: subject%3A%22option%255C%252Bpricing%22
(1 - 4 of 4)
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Date
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