The Small-Maturity Heston Forward Smile

The Small-Maturity Heston Forward Smile

Jacquier, Antoine, Roome, Patrick
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Volume:
4
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/13091703x
Date:
January, 2013
File:
PDF, 421 KB
english, 2013
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