A Note on the Discontinuity Problem in Heston's Stochastic Volatility

Resource

Applied Mathematical Finance 14 (4): 339-346

Journal

Applied Mathematical Finance

Journal Volume

14

Journal Issue

4

Pages

339-346

Date Issued

2007

Date

2007

Author(s)

Guo, Jia-Hau

DOI

10.1080/13504860601170534

URI

http://ntur.lib.ntu.edu.tw//handle/246246/84744

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-34547532228&doi=10.1080%2f13504860601170534&partnerID=40&md5=3d4b99a64e86e56b64253c0f7bc2c2b3

Type

journal article