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

@@ Property / author @@
-Vladimir M. Lucic
@@ Property / author: Vladimir M. Lucic / rank @@
-Normal rank
@@ Property / author @@
+Vladimir M. Lucic
@@ Property / author: Vladimir M. Lucic / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-11605-1_15
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@@ Property / OpenAlex ID @@
+W2102314584
@@ Property / OpenAlex ID: W2102314584 / rank @@
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@@ Property / cites work @@
+On the density of log-spot in the Heston volatility model
+Normal rank
@@ Property / cites work @@
+On refined volatility smile expansion in the Heston model
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4942767
@@ Property / cites work: Q4942767 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5598785
@@ Property / cites work: Q5598785 / rank @@
+Normal rank