On refined volatility smile expansion in the Heston model (Q5300441)

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scientific article; zbMATH DE number 6181853
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On refined volatility smile expansion in the Heston model
scientific article; zbMATH DE number 6181853

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    On refined volatility smile expansion in the Heston model (English)
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    27 June 2013
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    volatility smile fitting
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    stochastic volatility
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    differential equations
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    derivatives pricing
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