Papers matching “exponential convergence rate” 18
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Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model2026 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Chiheb Ben Hammouda, Abderrahmene Ben Romdhane, Michael Samet, Raul F. Tempone
0citations
18 results