Correction note for ``The large-maturity smile for the Heston model'' (Q1936834)
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scientific article; zbMATH DE number 6135147
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| English | Correction note for ``The large-maturity smile for the Heston model'' |
scientific article; zbMATH DE number 6135147 |
Statements
Correction note for ``The large-maturity smile for the Heston model'' (English)
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7 February 2013
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Heston model
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tail probabilities
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0.8227139115333557
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0.7969924807548523
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0.7955029010772705
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0.7781725525856018
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