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"Asymptotic Behavior of the Fractional Heston Model."

Hamza Guennoun et al. (2018)

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DOI: 10.1137/17M1142892

access: closed

type: Journal Article

metadata version: 2020-03-27

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  - journals/siamfm/GuennounJRS18
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  - https://dblp.org/rec/journals/siamfm/GuennounJRS18
Hamza Guennoun, Antoine Jacquier, Patrick Roome, Fangwei Shi:
Asymptotic Behavior of the Fractional Heston Model. SIAM J. Financial Math. 9(3): 1017-1045 (2018)

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