Full and fast calibration of the Heston stochastic volatility model

@article{Cui2017FullAF,
  title={Full and fast calibration of the Heston stochastic volatility model},
  author={Yiran Cui and Sebastian Del Bano Rollin and Guido Germano},
  journal={Eur. J. Oper. Res.},
  year={2017},
  volume={263},
  pages={625-638}
}

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