Year 2007
Authors Jia-hau Guo ,Jia-Hau Guo, Mao-Wei Hung
Author Type First Author,Corresponding Author
Paper Title A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
Journal Title Applied Mathematical Finance
Vol.No 14
Issue.No 4
Page(s) 339-345
Level Type Others
Total Pages 7
Language English