[2608.17636] COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing
· arxiv.org
Abstract page for arXiv paper 2608.17636: COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing
Abstract page for arXiv paper 2608.17636: COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing