@article{thehestonstochasticvolatilitymodelwith,
  title = {The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options},
  author = {Daniel Guterding and Wolfram Boenkost},
  year = {2018},
  eprint = {1805.04704},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1805.04704v2},
}