https://scholars.lib.ntu.edu.tw/handle/123456789/103583
Title: | A Note on the Discontinuity Problem in Heston's Stochastic Volatility | Authors: | Guo, Jia-Hau MAO-WEI HUNG |
Issue Date: | 2007 | Journal Volume: | 14 | Journal Issue: | 4 | Start page/Pages: | 339-346 | Source: | Applied Mathematical Finance | URI: | http://ntur.lib.ntu.edu.tw//handle/246246/84744 | DOI: | 10.1080/13504860601170534 |
Appears in Collections: | 國際企業學系 |
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