This paper describes an adaptive Filon quadrature for the computation of option prices under the Heston stochastic volatility model. A comparison against popular alternatives in terms of accuracy and performance is then presented, ending with the concrete case of model calibration on different market data.

中文翻译：

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随机波动率模型的自适应 Filon 求积

本文描述了在 Heston 随机波动率模型下计算期权价格的自适应 Filon 求积。然后在准确性和性能方面与流行的替代方案进行比较，最后以不同市场数据的模型校准的具体案例结束。