Asymptotics of Implied Volatility far from Maturity (Q3182423): Difference between revisions

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+Local martingales, bubbles and option prices
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+Affine processes and applications in finance
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+The large-maturity smile for the Heston model
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+MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
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+The Variance Gamma Process and Option Pricing
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+Asymptotics of Implied Volatility far from Maturity
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