The Heston Riemannian distance function (Q2436820)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Heston Riemannian distance function |
scientific article |
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The Heston Riemannian distance function (English)
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27 February 2014
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Heston model
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Grushin plane
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Limiting cumulant generating function
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Legendre-Fenchel transform
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