Correction note for ``The large-maturity smile for the Heston model'' (Q1936834): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:16, 5 March 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)
0 references
7 February 2013
0 references
Heston model
0 references
tail probabilities
0 references
