Correction note for ‘The large-maturity smile for the Heston model’
Year of publication: |
2013
|
---|---|
Authors: | Bernard, Carole ; Cui, Zhenyu ; Forde, Martin ; Jacquier, Antoine ; McLeish, Don ; Mijatović, Aleksandar |
Published in: |
Finance and Stochastics. - Springer. - Vol. 17.2013, 1, p. 223-224
|
Publisher: |
Springer |
Subject: | Heston model | Tail probabilities |
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