Small‐time, large‐time, and asymptotics for the Rough Heston model (Q6078436)
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scientific article; zbMATH DE number 7742857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small‐time, large‐time, and asymptotics for the Rough Heston model |
scientific article; zbMATH DE number 7742857 |
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Small‐time, large‐time, and asymptotics for the Rough Heston model (English)
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27 September 2023
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asymptotics
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implied volatility
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integral equations
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random fields
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rough Heston model
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rough volatility
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