Small-time moderate deviations for the randomised Heston model (Q5109487)
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scientific article; zbMATH DE number 7199520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time moderate deviations for the randomised Heston model |
scientific article; zbMATH DE number 7199520 |
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Small-time moderate deviations for the randomised Heston model (English)
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12 May 2020
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stochastic volatility
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moderate deviations
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Heston model
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implied volatility
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asymptotic expansion
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