On Singularities in the Heston Model (Q4560340): Difference between revisions

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+On the density of log-spot in the Heston volatility model
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+On refined volatility smile expansion in the Heston model
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+Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4942767
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+Q5598785
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