Narrow search
Showing 1 - 5 of 5
Cover Image
The large-maturity smile for the Heston model
Forde, Martin; Jacquier, Antoine - In: Finance and stochastics 15 (2011) 4, pp. 755-781
Persistent link: https://www.econbiz.de/10009805451
Cover Image
A note on essential smoothness in the Heston model
Forde, Martin; Jacquier, Antoine; Mijatović, Aleksandar - In: Finance and stochastics 15 (2011) 4, pp. 781-785
Persistent link: https://www.econbiz.de/10009805452
Cover Image
Correction note for ‘The large-maturity smile for the Heston model’
Bernard, Carole; Cui, Zhenyu; Forde, Martin; Jacquier, … - In: Finance and stochastics 17 (2012) 1, pp. 223-224
Persistent link: https://www.econbiz.de/10010057625
Cover Image
A note on essential smoothness in the Heston model
Forde, Martin; Jacquier, Antoine; Mijatović, Aleksandar - In: Finance and stochastics 15 (2011) 4, pp. 781-784
Persistent link: https://www.econbiz.de/10009423265
Cover Image
The large-maturity smile for the Heston model
Forde, Martin; Jacquier, Antoine - In: Finance and stochastics 15 (2011) 4, pp. 755-780
Persistent link: https://www.econbiz.de/10009423267