Correction note for ``The large-maturity smile for the Heston model'' (Q1936834): Difference between revisions
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| Property / author: Zhen-Yu Cui / rank | |||
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| Property / author: Donald L. McLeish / rank | |||
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| Property / describes a project that uses: FeynHiggs / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00780-012-0197-9 / rank | |||
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| Property / OpenAlex ID: W2096539538 / rank | |||
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| Property / cites work: The large-maturity smile for the Heston model / rank | |||
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| Property / cites work: A note on essential smoothness in the Heston model / rank | |||
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Latest revision as of 05:08, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correction note for ``The large-maturity smile for the Heston model'' |
scientific article |
Statements
Correction note for ``The large-maturity smile for the Heston model'' (English)
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7 February 2013
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Heston model
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tail probabilities
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