ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (Q3467601): Difference between revisions

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+.6491
@@ Property / arXiv ID: 1302.6491 / rank @@
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@@ Property / cites work @@
+Strong asymptotic arbitrage in the large fractional binary market
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Q3134548
@@ Property / cites work: Q3134548 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic arbitrage and large deviations
@@ Property / cites work: Asymptotic arbitrage and large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
+Normal rank
@@ Property / cites work @@
+On changes of measure in stochastic volatility models
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
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+Q4384413
@@ Property / cites work: Q4384413 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
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@@ links / mardi / name / links / mardi / name @@
+Publication:3467601