Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q2786212)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model |
scientific article; zbMATH DE number 5789617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model |
scientific article; zbMATH DE number 5789617 |
Statements
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (English)
0 references
21 September 2010
0 references
complex logarithm
0 references
stochastic volatility
0 references
Heston
0 references
characteristic function
0 references
0 references
