The large-maturity smile for the Heston model (Q484212)
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scientific article; zbMATH DE number 6381571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The large-maturity smile for the Heston model |
scientific article; zbMATH DE number 6381571 |
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The large-maturity smile for the Heston model (English)
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18 December 2014
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implied volatility
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Heston
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asymptotics
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large deviations
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