The Randomized Heston Model (Q5742496)
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scientific article; zbMATH DE number 7054538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Randomized Heston Model |
scientific article; zbMATH DE number 7054538 |
Statements
The Randomized Heston Model (English)
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14 May 2019
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stochastic volatility
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large deviations
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Heston
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implied volatility
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asymptotic expansion
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