A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
| Year of publication: |
2007
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|---|---|
| Authors: | Guo, Jia-Hau ; Hung, Mao-Wei |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 4, p. 339-346
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