algo
now
.net
new ·
18
pairs
atlas
problems
fields
listen
quant
AI
philosophy
algonow
/
algorithms
/
COS method
COS method
Pairings in the atlas
Fourier-cosine expansion
specialist
Option pricing
quantitative-finance
Rivals: other methods for the same problems
Binomial options pricing
Bjerksund-Stensland
Black-Scholes
Finite difference pricing
Fourier option pricing
Heston model
Longstaff-Schwartz
Monte Carlo option pricing
Trinomial tree pricing
Where it sits
quantitative-finance
·
Optimization & Operations Research