Pages that link to "Item:Q484212"
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The following pages link to The large-maturity smile for the Heston model (Q484212):
Displayed 26 items.
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- A note on essential smoothness in the Heston model (Q484213) (← links)
- Large deviations for the extended Heston model: the large-time case (Q1627673) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
- Asymptotics of Implied Volatility far from Maturity (Q3182423) (← links)
- Asymptotic Behavior of the Fractional Heston Model (Q4553801) (← links)
- Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model (Q4560329) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (Q4560336) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- Small-Time smile for the multifactor volatility heston model (Q5139918) (← links)
- Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986) (← links)
- Asymptotics of Forward Implied Volatility (Q5250047) (← links)
- Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation (Q5397429) (← links)
- THE LARGE-MATURITY SMILE FOR THE SABR AND CEV-HESTON MODELS (Q5411743) (← links)
- Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models (Q5411908) (← links)
- The Randomized Heston Model (Q5742496) (← links)
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
- Small‐time, large‐time, and asymptotics for the Rough Heston model (Q6078436) (← links)