Asymptotic Behavior of the Fractional Heston Model
Guennoun, Hamza; Jacquier, Antoine; Roome, Patrick; Shi, Fangwei
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Guennoun, Hamza; Jacquier, Antoine; Roome, Patrick; Shi, Fangwei
- 卷第9卷
- 期第3期
- 电子ISSN1945-497X
- 文件大小817.48KB
- 发表时间2018-01
- DOI10.1137/17M1142892
- 页码1017-1045