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~isPartOf:"International journal of theoretical and applied finance"
~person:"Forde, Martin"
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Forde, Martin
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
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International journal of theoretical and applied finance : IJTAF
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Small-time asymptotics for implied volitility under the Heston model
Forde, Martin
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 861-876
Persistent link: https://www.econbiz.de/10003911247
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2
The large-maturity smile for the SABR and CEV-Heston models
Forde, Martin
;
Pogudin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010243621
Saved in:
3
Exact pricing and large-time asymptotics for the modified SABR model and the Brownian exponential functional
Forde, Martin
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 559-578
Persistent link: https://www.econbiz.de/10009269355
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