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Convergence of Heston to SVI
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In memoriam Mardi Dungey
Dempster, Michael A. H.
;
Gatheral, Jim
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 631-631
Persistent link: https://www.econbiz.de/10013367840
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In memoriam Marco Avellaneda
Dempster, Michael A. H.
;
Gatheral, Jim
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1803-1803
Persistent link: https://www.econbiz.de/10013367948
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In memoriam Peter Carr
Dempster, Michael A. H.
;
Gatheral, Jim
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 407-407
Persistent link: https://www.econbiz.de/10013167763
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