Pages that link to "Item:Q484213"
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The following pages link to A note on essential smoothness in the Heston model (Q484213):
Displayed 5 items.
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- Small-Time smile for the multifactor volatility heston model (Q5139918) (← links)
- Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models (Q5411908) (← links)
- Small‐time, large‐time, and asymptotics for the Rough Heston model (Q6078436) (← links)