Short-Maturity Asymptotics for a Fast Mean-Reverting Heston...

SIAM Journal on Financial Mathematics 2010 / 01 Vol. 1; Iss. 1

Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model

Feng, Jin, Forde, Martin, Fouque, Jean-Pierre
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
1
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/090745465
Date:
January, 2010
File:
PDF, 290 KB
english, 2010
Conversion to is in progress
Conversion to is failed