Fatma Haba

University of Tunis El Manar, Tunisia

Department of Mathematics

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Scholarly Papers (1)

1.

Asymptotic Arbitrage in the Heston Model

International Journal of Theoretical and Applied Finance, Forthcoming
Number of pages: 13 Posted: 18 Nov 2015
Antoine (Jack) Jacquier and Fatma Haba
Imperial College London and University of Tunis El Manar, Tunisia
Downloads 26 (581,180)

Abstract:

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Heston, asymptotic arbitrage, large deviations