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20142026
most citedConditional Time Series Forecasting with Convolutional Neural Networks

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math.NA2026

A Damped SWIFT Method for European Option Pricing: Coefficients Decay, Truncation, and Error Analysis

Davide Trevisani, José Germán López Salas, Chiheb Ben Hammouda +1

We introduce a damped variant of the Shannon Wavelet Inverse Fourier Technique (SWIFT) for pricing European options when the characteristic function of the underlying model is avai…