Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q2786212)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model |
scientific article |
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Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (English)
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21 September 2010
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complex logarithm
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stochastic volatility
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Heston
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characteristic function
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