The Small-Maturity Heston Forward Smile. - Antoine Jacquier; Patrick Roome (SIAM J. Financial Math., 2013)

Asymptotics of Forward Implied Volatility. - Antoine Jacquier; Patrick Roome (SIAM J. Financial Math., 2015)

Asymptotic Behavior of the Fractional Heston Model. - Hamza Guennoun; Antoine Jacquier; Patrick Roome; Fangwei Shi (SIAM J. Financial Math., 2018)