Correction note for ``The large-maturity smile for the Heston model'' (Q1936834): Difference between revisions
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| Property / author: Zhen-Yu Cui / rank | |||
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| Property / author: Donald L. McLeish / rank | |||
Revision as of 11:03, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correction note for ``The large-maturity smile for the Heston model'' |
scientific article |
Statements
Correction note for ``The large-maturity smile for the Heston model'' (English)
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7 February 2013
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Heston model
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tail probabilities
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