Large-Maturity Regimes of the Heston Forward Smile
Year of publication: |
2016
|
---|---|
Authors: | Jacquier, Antoine (Jack) |
Other Persons: | Roome, Patrick (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Stochastic Processes and Their Applications, 126: 1087-1123, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 27, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2515501 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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