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