The large-maturity smile for the Stein-Stein model (Q2454008): Difference between revisions

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+https://doi.org/10.1016/j.spl.2014.04.009
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+W1964665354
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+Q4391441
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+Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications
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+The large-maturity smile for the Heston model
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+Asymptotic formulae for implied volatility in the Heston model
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+THE LARGE-MATURITY SMILE FOR THE SABR AND CEV-HESTON MODELS
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+Asymptotics of implied volatility to arbitrary order
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+Publication:2454008