The large-maturity smile for the Heston model

Published 2010 View Full Article

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Title
The large-maturity smile for the Heston model
Authors
Keywords
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Journal
FINANCE AND STOCHASTICS
Volume 15, Issue 4, Pages 755-780
Publisher
Springer Nature
Online
2010-12-01
DOI
10.1007/s00780-010-0147-3
References
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