搜索结果: 1-1 共查到“货币银行学 the Heston model”相关记录1条 . 查询时间(0.058 秒)
Asymptotic formulae for implied volatility in the Heston model
Asymptotic formulae implied volatility Heston model
2010/11/2
In this paper we prove an approximate formula expressed in terms of elementary functions for the implied volatility in the Heston model. The formula consists of the constant and first order terms in t...