On Singularities in the Heston Model (Q4560340): Difference between revisions

@@ Property / cites work @@
+On the density of log-spot in the Heston volatility model
+Normal rank
@@ Property / cites work @@
+On refined volatility smile expansion in the Heston model
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4942767
@@ Property / cites work: Q4942767 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5598785
@@ Property / cites work: Q5598785 / rank @@
+Normal rank