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Z. van der Have
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Computationally Efficient
Experimental Study
Preprocessing
Classification Accuracy
Top Venues
Int. J. Comput. Math.
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Publications
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Z. van der Have
,
C. W. Oosterlee
The COS method for option valuation under the SABR dynamics.
Int. J. Comput. Math.
95 (2) (2018)