ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (Q3467601): Difference between revisions

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+Strong asymptotic arbitrage in the large fractional binary market
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+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
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+Q3134548
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+Normal rank
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+Asymptotic arbitrage and large deviations
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+Normal rank
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+On changes of measure in stochastic volatility models
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+Mathematical methods for financial markets.
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+Normal rank
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+Q4384413
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+Normal rank
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+Statistical inference for ergodic diffusion processes.
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