"Small-Time smile for the multifactor volatility heston model."

Dohyun Ahn, Kyoung-Kuk Kim, Younghoon Kim (2020)

> Home

Details and statistics

DOI: 10.1017/JPR.2020.63

access: closed

type: Journal Article

metadata version: 2024-10-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jap/AhnKK20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jap/AhnKK20
Dohyun Ahn, Kyoung-Kuk Kim, Younghoon Kim:
Small-Time smile for the multifactor volatility heston model. J. Appl. Probab. 57(4): 1070-1087 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.