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Year of Publication
DC Field
Value
Language
dc.contributor.author
Forde, Martin
-
dc.contributor.author
Gerhold, Stefan
-
dc.contributor.author
Smith, Benjamin
-
dc.date.accessioned
2023-01-19T14:06:02Z
-
dc.date.available
2023-01-19T14:06:02Z
-
dc.date.issued
2020
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Forde, M., Gerhold, S., & Smith, B. (2020). Small-time, large-time and H→0 asymptotics for the rough Heston model. <i>Mathematical Finance</i>, <i>31</i>(1), 203–241. https://doi.org/10.1111/mafi.12290</div> </div>
-
dc.identifier.issn
0960-1627
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/141779
-
dc.language.iso
en
-
dc.publisher
WILEY
-
dc.relation.ispartof
Mathematical Finance
-
dc.subject
Applied Mathematics
-
dc.subject
Social Sciences (miscellaneous)
-
dc.subject
Economics and Econometrics
-
dc.subject
Accounting
-
dc.subject
Finance
-
dc.title
Small-time, large-time and H→0 asymptotics for the rough Heston model
en
dc.type
Artikel
de
dc.type
Article
en
dc.description.startpage
203
-
dc.description.endpage
241
-
dc.type.category
Original Research Article
-
tuw.container.volume
31
-
tuw.container.issue
1
-
tuw.journal.peerreviewed
true
-
tuw.peerreviewed
true
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.value
100
-
dcterms.isPartOf.title
Mathematical Finance
-
tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
tuw.publisher.doi
10.1111/mafi.12290
-
dc.identifier.eissn
1467-9965
-
dc.description.numberOfPages
39
-
tuw.author.orcid
0000-0002-4172-3956
-
wb.sci
true
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1010
-
wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
-
item.fulltext
no Fulltext
-
item.openairecristype
http://purl.org/coar/resource_type/c_2df8fbb1
-
item.cerifentitytype
Publications
-
item.openairetype
research article
-
item.grantfulltext
none
-
item.languageiso639-1
en
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.orcid
0000-0002-4172-3956
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
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