Pages that link to "Item:Q1627673"
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The following pages link to Large deviations for the extended Heston model: the large-time case (Q1627673):
Displaying 9 items.
- The large-maturity smile for the Heston model (Q484212) (← links)
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- The large-maturity smile for the Stein-Stein model (Q2454008) (← links)
- MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS (Q3069958) (← links)
- The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (Q4560336) (← links)
- On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
- Asymptotics of Forward Implied Volatility (Q5250047) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)