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Brignone, Riccardo 
ORCID: https://orcid.org/0000-0001-8282-8036 und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2026):
Exact simulation of stochastic volatility models based on conditional Fourier-cosine method.
In: European Journal of Operational Research, Bd. 328, Nr. 3: S. 1036-1053
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-8282-8036 und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2026):
Exact simulation of stochastic volatility models based on conditional Fourier-cosine method.
In: European Journal of Operational Research, Bd. 328, Nr. 3: S. 1036-1053
[PDF, 1MB]
Brignone, Riccardo; Stier, Hauke und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2025):
Enhancing the COS method with machine learning.
In: International Journal of Computer Mathematics [Forthcoming]
ORCID: https://orcid.org/0000-0001-8686-2661
(2025):
Enhancing the COS method with machine learning.
In: International Journal of Computer Mathematics [Forthcoming]