ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (Q3467601)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL |
scientific article |
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ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (English)
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3 February 2016
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stochastic volatility model
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Heston model
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partial asymptotic arbitrage
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large deviations
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