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 |