paper request

Which Quantitative Finance journal shows the most skin? Which book has the prettiest illustrations?
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frolloos
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Joined: Thu Jan 01, 2004 12:00 am

paper request

Post by frolloos »

Hi, anyone have



COS method forward starting



or any other paper on the COS method for forward starting options?



thx.
No vanna, no cry
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doomanx
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Joined: Thu Jan 01, 2004 12:00 am

paper request

Post by doomanx »

@frolloos check your email
did you use VWAP or triple-reinforced GAN execution?
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frolloos
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Joined: Thu Jan 01, 2004 12:00 am

paper request

Post by frolloos »

Much appreciated doomanx.
No vanna, no cry
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