Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
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