The large-maturity smile for the Heston model (Q484212): Difference between revisions
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Revision as of 02:32, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The large-maturity smile for the Heston model |
scientific article |
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The large-maturity smile for the Heston model (English)
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18 December 2014
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implied volatility
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Heston
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asymptotics
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large deviations
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