Correction note for ``The large-maturity smile for the Heston model
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Publication:1936834
DOI10.1007/s00780-012-0197-9zbMath1309.91138OpenAlexW2096539538MaRDI QIDQ1936834
Carole Bernard, Martin Forde, Aleksandar Mijatović, Antoine Jacquier, Zhen-Yu Cui, Donald L. McLeish
Publication date: 7 February 2013
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-012-0197-9
Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Large deviations (60F10) Derivative securities (option pricing, hedging, etc.) (91G20)
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