"Small-time moderate deviations for the randomised Heston model."

Antoine Jacquier, Fangwei Shi (2020)

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DOI: 10.1017/JPR.2019.73

access: closed

type: Journal Article

metadata version: 2020-06-15

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Antoine Jacquier, Fangwei Shi:
Small-time moderate deviations for the randomised Heston model. J. Appl. Probab. 57(1): 19-28 (2020)

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