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Convergence of Heston to SVI
Convergence of Heston SVI
2010/10/18
In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in Gatheral's book and the large-time asymptotic of the Heston implied vo...
Convergence of household expenditures of the EU-member and acceding countries in the years 1995–2002
consumption expenditures convergence process EU-enlargement panel data analysis
2014/3/24
The convergence in household consumption expenditure contributes to the aims defined in the Treaty of the European Union. Consumption expenditure convergence also restricts the impacts of asymmetric s...