Boyarchenko, S., & Levendorskiǐ, S. (2024). Correct implied volatility shapes and reliable pricing in the rough Heston model.
Chicago Style (17th ed.) CitationBoyarchenko, Svetlana, and Sergei Levendorskiǐ. Correct Implied Volatility Shapes and Reliable Pricing in the Rough Heston Model. 2024.
MLA (9th ed.) CitationBoyarchenko, Svetlana, and Sergei Levendorskiǐ. Correct Implied Volatility Shapes and Reliable Pricing in the Rough Heston Model. 2024.
Warning: These citations may not always be 100% accurate.