A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q5459530)
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scientific article; zbMATH DE number 5269306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model |
scientific article; zbMATH DE number 5269306 |
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A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (English)
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29 April 2008
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Heston model
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discontinuity
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