APA (7th ed.) Citation

Samet, M., Bayer, C., Hammouda, C. B., Papapantoleon, A., & Tempone, R. (2022). Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.

Chicago Style (17th ed.) Citation

Samet, Michael, Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, and Raúl Tempone. Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. 2022.

MLA (9th ed.) Citation

Samet, Michael, et al. Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. 2022.