Asymptotic Behavior of the Fractional Heston Model (Q4553801): Difference between revisions

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scientific article; zbMATH DE number 6969770
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Asymptotic Behavior of the Fractional Heston Model
scientific article; zbMATH DE number 6969770

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    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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