"A note on essential smoothness in the Heston model."

Martin Forde, Antoine Jacquier, Aleksandar Mijatovic (2011)

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DOI: 10.1007/S00780-011-0162-Z

access: closed

type: Journal Article

metadata version: 2020-07-22

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Martin Forde, Antoine Jacquier, Aleksandar Mijatovic:
A note on essential smoothness in the Heston model. Finance Stochastics 15(4): 781-784 (2011)

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