@article {1905.06315, archivePrefix = {arXiv}, eprint = {1905.06315}, primaryClass = {q-fin.CP}, author = {Archil Gulisashvili and Raúl Merino and Marc Lagunas and Josep Vives}, title = {Higher order approximation of call option prices under stochastic volatility models}, year = {2019}, url = {http://arxiv.org/abs/1905.06315} }