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A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions., and . SIAM J. Sci. Comput., 31 (2): 826-848 (2008)A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs., and . SIAM J. Sci. Comput., (2015)BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems., , , , , , , , , and 2 other author(s). Int. J. Comput. Math., 96 (10): 1910-1923 (2019)Reduced Order Modeling for Parameterized Time-Dependent PDEs using Spatially and Memory Aware Deep Learning., , and . CoRR, (2020)Optimally weighted loss functions for solving PDEs with Neural Networks., , and . CoRR, (2020)Acceleration of option pricing technique on graphics processing units., and . Concurr. Comput. Pract. Exp., 26 (9): 1626-1639 (2014)Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model"., and . Appl. Math. Comput., (2021)A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting., , and . Appl. Math. Comput., (2021)On American Options Under the Variance Gamma Process, and . Applied Mathematical Finance, 14 (2): 131--152 (2007)GPU acceleration of the stochastic grid bundling method for early-exercise options., and . Int. J. Comput. Math., 92 (12): 2433-2454 (2015)