Series Expansions and Direct Inversion for the Heston Model

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Original language	English
Journal	SIAM Journal on Financial Mathematics
Publication status	Accepted/In press - 28 Dec 2020

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@article{024be0dd0d734c8b80b256c79cc704d0,

title = "Series Expansions and Direct Inversion for the Heston Model",

author = "Malham, {Simon John A.} and Jiaqi Shen and Anke Wiese",

year = "2020",

month = dec,

day = "28",

language = "English",

journal = "SIAM Journal on Financial Mathematics",

issn = "1945-497X",

publisher = "Society for Industrial and Applied Mathematics Publications",

}