Convergence of Heston to SVI
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Publication:5300439
DOI10.1080/14697688.2010.550931zbMath1267.91084arXiv1002.3633OpenAlexW3125927080MaRDI QIDQ5300439
Antoine Jacquier, Jim Gatheral
Publication date: 27 June 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.3633
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