Siow, W. J., & Kilicman, A. (2021). SPX calibration of option approximations under rough Heston model. MDPI AG.
Chicago Style (17th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. SPX Calibration of Option Approximations Under Rough Heston Model. MDPI AG, 2021.
MLA (9th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. SPX Calibration of Option Approximations Under Rough Heston Model. MDPI AG, 2021.
Warning: These citations may not always be 100% accurate.