Large deviations for the extended Heston model: the large-time case (Q1627673)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for the extended Heston model: the large-time case |
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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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