Asymptotic Behavior of the Fractional Heston Model (Q4553801): Difference between revisions
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Revision as of 16:20, 5 March 2024
scientific article; zbMATH DE number 6969770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of the Fractional Heston Model |
scientific article; zbMATH DE number 6969770 |
Statements
Asymptotic Behavior of the Fractional Heston Model (English)
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31 October 2018
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stochastic volatility
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implied volatility
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asymptotics
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fractional Brownian motion
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Heston model
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