"From Characteristic Functions to Multivariate Distribution Functions and ..."

Gero Junike, Hauke Stier (2025)

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DOI: 10.1137/24M1666240

access: closed

type: Journal Article

metadata version: 2026-01-25

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Gero Junike, Hauke Stier:
From Characteristic Functions to Multivariate Distribution Functions and European Option Prices by the (Damped) COS Method. SIAM J. Numer. Anal. 63(6): 2421-2453 (2025)

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