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  1. Bayer, Christian [Author]; Ben Hammouda, Chiheb [Author]; Papapantoleon, Antonis [Author]; Samet, Michael [Author]; Tempone, Raúl [Author]

    Optimal damping with hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models

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    Weierstrass Institute for Applied Analysis and Stochastics publication server, 2022