# A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model

> Research article (Applied Numerical Mathematics, 2018) · cited 10× · AI/ML

**Wikidata**: [openalex:W2894913264](https://www.wikidata.org/wiki/openalex:W2894913264)  
**Source**: https://4ort.xyz/entity/a-shannon-wavelet-method-for-pricing-foreign-exchange-options-under-the-heston-multi-factor-cir-model