Boyarchenko, S., & Levendorskiǐ, S. (2024). Correct implied volatility shapes and reliable pricing in the rough Heston model.
Cita Chicago Style (17a ed.)Boyarchenko, Svetlana, y Sergei Levendorskiǐ. Correct Implied Volatility Shapes and Reliable Pricing in the Rough Heston Model. 2024.
Cita MLA (9a ed.)Boyarchenko, Svetlana, y Sergei Levendorskiǐ. Correct Implied Volatility Shapes and Reliable Pricing in the Rough Heston Model. 2024.
Precaución: Estas citas no son 100% exactas.