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

Guo, Jia-HauJia-HauGuoMAO-WEI HUNG2008-10-222018-06-292008-10-222018-06-292007http://ntur.lib.ntu.edu.tw//handle/246246/84744application/pdf391666 bytesapplication/pdfen-USA Note on the Discontinuity Problem in Heston's Stochastic Volatilityjournal article10.1080/135048606011705342-s2.0-34547532228https://www.scopus.com/inward/record.uri?eid=2-s2.0-34547532228&doi=10.1080%2f13504860601170534&partnerID=40&md5=3d4b99a64e86e56b64253c0f7bc2c2b3http://ntur.lib.ntu.edu.tw/bitstream/246246/84744/1/33.pdf