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A note on the discontinuity problem in Heston's stochastic volatility model
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 339-345
Persistent link: https://www.econbiz.de/10003543045
Saved in:
2
Comment on: A note on the discontinuity problem in Heston's stochastic volatility model
Lord, Roger
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 373-376
Persistent link: https://www.econbiz.de/10008653251
Saved in:
3
A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 339-346
Persistent link: https://www.econbiz.de/10008221673
Saved in:
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