On the data-driven COS method (Q2422825)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the data-driven COS method |
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On the data-driven COS method (English)
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21 June 2019
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COS method
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density estimation
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data-driven approach
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Greeks
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delta-gamma approach
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SABR model
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