@article{optimaldampingwithhierarchicaladaptive, title = {Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models}, author = {Michael Samet and Christian Bayer and Chiheb Ben Hammouda and Antonis Papapantoleon and Raúl Tempone}, year = {2022}, eprint = {2203.08196}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2203.08196v4}, }