Small-time moderate deviations for the randomised Heston...

Small-time moderate deviations for the randomised Heston model

Jacquier, Antoine, Shi, Fangwei
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Volume:
57
Journal:
Journal of Applied Probability
DOI:
10.1017/jpr.2019.73
Date:
March, 2020
File:
PDF, 290 KB
2020
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