Cite
HARVARD Citation
Andersen, L. et al. (2019). Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature. Wilmott. 2019 (102), pp. 22-41. [Online].
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Andersen, L. et al. (2019). Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms: Contour Deformations and Double‐Exponential Quadrature. Wilmott. 2019 (102), pp. 22-41. [Online].