Large deviations for the extended Heston model: the large-time case (Q1627673)
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scientific article; zbMATH DE number 6987583
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| default for all languages | No label defined |
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| English | Large deviations for the extended Heston model: the large-time case |
scientific article; zbMATH DE number 6987583 |
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Large deviations for the extended Heston model: the large-time case (English)
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3 December 2018
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Heston
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implied volatility
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asymptotics
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large deviations
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0.8729684352874756
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0.859391987323761
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0.8557291626930237
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0.8485441207885742
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0.8424901962280273
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