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SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
FORDE, MARTIN, JACQUIER, ANTOINEVolume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902490900549X
Date:
September, 2009
File:
PDF, 292 KB
english, 2009