The Small-Maturity Heston Forward Smile
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Jacquier, Antoine; Roome, Patrick
- 卷第4卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小420.97KB
- 发表时间2013-01
- DOI10.1137/13091703x
- 页码831-856
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