On the data-driven COS method

Keyphrases

• COS Method 100%
• Monte Carlo Method 66%
• Risk Management 33%
• Probability Density Function 33%
• Valuation Methods 33%
• Financial Options 33%
• Efficient Computation 33%
• Asset Data 33%
• Fourier-based 33%
• Characteristic Function 33%
• Option Valuation 33%
• Financial Derivatives 33%
• Underlying Asset 33%

Mathematics

• Monte Carlo 100%
• Underlying Asset 50%
• Probability Density Function 50%
• Data Sample 50%
• Characteristic Function 50%