"The large-maturity smile for the Heston model."

Martin Forde, Antoine Jacquier (2011)

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DOI: 10.1007/S00780-010-0147-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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Martin Forde, Antoine Jacquier:
The large-maturity smile for the Heston model. Finance Stochastics 15(4): 755-780 (2011)

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