@article{themultidimensionalcosmethodforoption, title = {From characteristic functions to multivariate distribution functions and European option prices by the damped COS method}, author = {Gero Junike and Hauke Stier}, year = {2023}, eprint = {2307.12843}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2307.12843v7}, }