of its extensions, involve multivalued functions such as the complex logarithm. If we restrict the logarithm to its …-restrictive conditions on the parameters that the rotation count algorithm of Kahl and Jäckel chooses the correct branch of the complex … logarithm. Under the same restrictions we prove that in an alternative formulation of the characteristic function the principal …

of its extensions, involve multivalued functions such as the complex logarithm. If we restrict the logarithm to its …-restrictive conditions on the parameters that the rotation count algorithm of Kahl and Jäckel chooses the correct branch of the complex … logarithm. Under the same restrictions we prove that in an alternative formulation of the characteristic function the principal …

of its extensions, involve multivalued functions such as the complex logarithm. If we restrict the logarithm to its …-restrictive conditions on the parameters that the rotation count algorithm of Kahl and Jäckel chooses the correct branch of the complex … logarithm. Under the same restrictions we prove that in an alternative formulation of the characteristic function the principal …

of its extensions, involve multivalued functions such as the complex logarithm. If we restrict the logarithm to its …-restrictive conditions on the parameters that the rotation count algorithm of Kahl and Jäckel chooses the correct branch of the complex … logarithm. Under the same restrictions we prove that in an alternative formulation of the characteristic function the principal …

Guo and Hung (2007) recently studied the complex logarithm present in the characteristic function of Heston …