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RWTH Aachen University
Mathematics for Uncertainty Quantification
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Raul F. Tempone
King Abdullah University of Science and Technology
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RWTH Aachen University
Decision Sciences
8.71k
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38
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77
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Michael Samet
RWTH Aachen University
Engineering
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Open access
Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model
2026
arXiv (Cornell University)
preprint
Economics, Econometrics and Finance
Stochastic processes and financial applications
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