Asymptotic formulae for implied volatility in the Heston model
Forde, M., Jacquier, A., Mijatovic, A.Volume:
466
Language:
english
Journal:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
DOI:
10.1098/rspa.2009.0610
Date:
December, 2010
File:
PDF, 378 KB
english, 2010