Asymptotic Behavior of the Fractional Heston Model.
| Autor: | Guennoun, Hamza, Jacquier, Antoine, Roome, Patrick, Fangwei Shi |
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| Zdroj: | SIAM Journal on Financial Mathematics; 2018, Vol. 9 Issue 3, p1017-1045, 29p |
| Databáze: | Complementary Index |
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