COMPLEX LOGARITHMS IN HESTON-LIKE MODELS

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Publication:3161742

DOI10.1111/j.1467-9965.2010.00416.xzbMath1232.91728OpenAlexW3123687478MaRDI QIDQ3161742

Christian Kahl, Roger Lord

Publication date: 15 October 2010

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00416.x




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