A note on essential smoothness in the Heston model (Q484213): Difference between revisions
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Latest revision as of 10:58, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on essential smoothness in the Heston model |
scientific article |
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A note on essential smoothness in the Heston model (English)
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18 December 2014
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essential smoothness
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large deviation principle
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Heston model
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