ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (2015)

First Author: HABA F
Attributed to:  Asymptotics and dynamics of forward implied volatility funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1142/s0219024915500557

Publication URI: http://dx.doi.org/10.1142/s0219024915500557

Type: Journal Article/Review

Parent Publication: International Journal of Theoretical and Applied Finance

Issue: 08