What to do if the FFT/COS method does not converge for increasing expansion terms?

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  • Опубликовано: 3 фев 2025

Комментарии • 4

  • @simonikipape6428
    @simonikipape6428 Год назад +1

    I am doing my master's thesis on methods based on Fourier transforms particularly the COS and CONV method. This video is my saving grace. Also wonderful is the 14-lesson series. Thanks for existing Lech :) you are the guiding spirit of financial mathematicians :)

    • @ComputationsInFinance
      @ComputationsInFinance  Год назад +2

      Glad it was helpful! Thanks for the message and the feedback! I appreciate your supportive comment. Best wishes, Lech

  • @sergeiegorov3892
    @sergeiegorov3892 Год назад +1

    Brilliant work, thanks a lot!