The characteristic function of rough Heston models (Q5743116): Difference between revisions

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+The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model
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+The Small-Maturity Heston Forward Smile
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+On the fractional Adams method
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+On some properties of the Mittag-Leffler function \(E_\alpha(-t^\alpha)\), completely monotone for \(t>0\) with \(0<\alpha<1\)
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