Small‐time, large‐time, and asymptotics for the Rough Heston model
| Year of publication: |
2020
|
|---|---|
| Authors: | Forde, Martin ; Gerhold, Stefan ; Smith, Benjamin |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 31.2020, 1 (06.10.), p. 203-241
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12290 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012410099