The large-maturity smile for the Heston model (Q484212): Difference between revisions

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Latest revision as of 18:56, 9 December 2024

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The large-maturity smile for the Heston model
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    The large-maturity smile for the Heston model (English)
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    18 December 2014
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    implied volatility
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    Heston
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    asymptotics
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    large deviations
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