conditional characteristic function of a stock’s log-price and squared volatility under the model dynamics. The use of the …

, utilizes the empirical characteristic function of properly estimated residuals. The limit behavior of the test statistic is …

This paper presents a new approach to perform a nearly unbiased simulation using inversion of the characteristic … function. As an application we are able to give unbiased estimates of the price of forward starting options in the Heston model …

empirical characteristic function. We consider a symmetry test and a goodness-of-fit test for the marginal distribution of a …

an exact solution of their pricing equation. More generally, we show that the characteristic function of their pricing …