Pages that link to "Item:Q5965371"
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The following pages link to Large-maturity regimes of the Heston forward smile (Q5965371):
Displayed 6 items.
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
- The characteristic function of rough Heston models (Q5743116) (← links)