Bayer, C., Ben Hammouda, C., Papapantoleon, A., Samet, M., & Tempone, R. (2023). Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models. Journal of Computational Finance. https://doi.org/10.21314/jcf.2023.012

Bayer, C., Hammouda, C. B., Papapantoleon, A., Samet, M., & Tempone, R. (2022). Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. arXiv preprint, ArXiv: 2203.08196

Bayer, C., Hammouda, C. B., Papapantoleon, A., Samet, M., & Tempone, R. (2022). Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models (Version 2). arXiv. https://doi.org/10.48550/ARXIV.2203.08196