A note on essential smoothness in the Heston model (Q484213)

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A note on essential smoothness in the Heston model
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    Statements

    title
    A note on essential smoothness in the Heston model (English)
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    author
    Martin Forde
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    Antoine Jacquier
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    Aleksandar Mijatović
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    publication date
    18 December 2014
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    zbMATH Keywords
    essential smoothness
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    large deviation principle
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    Heston model
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B70
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    60H30
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    60F10
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    60G44
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    zbMATH DE Number
    6381572
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    OpenAlex ID
    W2153572005
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