SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL (Q3648638): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
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+Malliavin differentiability of the Heston volatility and applications to option pricing
+Normal rank
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+Q4032143
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+Q4942767
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+Normal rank
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+Probability with Martingales
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+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3648638