Large-maturity regimes of the Heston forward smile
- 期刊名称Stochastic Processes and their Applications
- 作者Jacquier, Antoine; Roome, Patrick
- 卷第126卷
- 期第4期
- 印刷ISSN0304-4149
- 文件大小622.75KB
- 发表时间2016-04
- DOI10.1016/j.spa.2015.10.012
- 页码1087-1123
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