Small‐time, large‐time, and asymptotics for the Rough Heston model (Q6078436)

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scientific article; zbMATH DE number 7742857
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Small‐time, large‐time, and asymptotics for the Rough Heston model
scientific article; zbMATH DE number 7742857

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    Small‐time, large‐time, and asymptotics for the Rough Heston model (English)
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    27 September 2023
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    asymptotics
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    implied volatility
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    integral equations
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    random fields
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    rough Heston model
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    rough volatility
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