Correction note for ``The large-maturity smile for the Heston model'' (Q1936834): Difference between revisions
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Set profile property. |
Set OpenAlex properties. |
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00780-012-0197-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2096539538 / rank | |||
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Revision as of 19:08, 19 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)
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7 February 2013
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Heston model
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tail probabilities
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