Convergence of Heston to SVI (Q5300439)

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scientific article; zbMATH DE number 6181851
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Convergence of Heston to SVI
scientific article; zbMATH DE number 6181851

    Statements

    title
    Convergence of Heston to SVI (English)
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    author
    Jim Gatheral
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    Antoine Jacquier
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    publication date
    27 June 2013
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    zbMATH DE Number
    6181851
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    OpenAlex ID
    W3125927080
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    arXiv ID
    1002.3633
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