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Title: | On the data-driven COS method |
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Author: | Leitao, Alvaro; Oosterlee, C. W. (Cornelis W.); Ortiz Gracia, Luis; Bohte, Sander M. |
Other authors: | Universitat de Barcelona |
Abstract: | |
Subject(s): | -Estadística matemàtica -Anàlisi de Fourier -Matemàtica aplicada -Mètode de Montecarlo -Mathematical statistics -Fourier analysis -Applied mathematics -Monte Carlo method |
Rights: | cc-by-nc-nd (c) Elsevier B.V., 2018
info:eu-repo/semantics/embargoedAccess http://creativecommons.org/licenses/by-nc-nd/3.0/es |
Document type: | Article Article - Accepted version |
Published by: | Elsevier B.V. |
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