Pages that link to "Item:Q484212"
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The following pages link to The large-maturity smile for the Heston model (Q484212):
Displaying 6 items.
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- A note on essential smoothness in the Heston model (Q484213) (← links)
- Large deviations for the extended Heston model: the large-time case (Q1627673) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
