A note on essential smoothness in the Heston model (Q484213)
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scientific article; zbMATH DE number 6381572
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on essential smoothness in the Heston model |
scientific article; zbMATH DE number 6381572 |
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A note on essential smoothness in the Heston model (English)
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18 December 2014
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essential smoothness
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large deviation principle
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Heston model
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0.7562204003334045
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0.7485981583595276
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0.7355110049247742
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0.7337034940719604
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