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"Approximation Formula for Option Prices under Rough Heston Model and ..."

Siow Woon Jeng, Adem Kiliçman (2020)

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DOI: 10.3390/SYM12111878

access: open

type: Journal Article

metadata version: 2021-09-16

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  dblp key:
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  - https://dblp.org/rec/journals/symmetry/JengK20a
Siow Woon Jeng, Adem Kiliçman:
Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior. Symmetry 12(11): 1878 (2020)

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