Asymptotic behaviour of the fractional Heston model (2014)

First Author: Guennoun H

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/10.48550/arxiv.1411.7653

Publication URI: https://arxiv.org/abs/1411.7653

Type: Preprint