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legacy
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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
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Optimization & Operations Research