"The Small-Time Smile and Term Structure of Implied Volatility under the ..."

Martin Forde, Antoine Jacquier, Roger Lee (2012)

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DOI: 10.1137/110830241

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type: Journal Article

metadata version: 2022-04-09

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Martin Forde, Antoine Jacquier, Roger Lee:
The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model. SIAM J. Financial Math. 3(1): 690-708 (2012)

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