The Small-Maturity Heston Forward Smile (Q2873151)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Small-Maturity Heston Forward Smile |
scientific article |
Statements
The Small-Maturity Heston Forward Smile (English)
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23 January 2014
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stochastic volatility
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Heston model
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forward implied volatility
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asymptotic expansion
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