Pages that link to "Item:Q4560340"
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The following pages link to On Singularities in the Heston Model (Q4560340):
Displaying 5 items.
- Moment explosions in the rough Heston model (Q2292054) (← links)
- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)
- Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q5459530) (← links)