The Heston stochastic volatility model has a boundary trace at zero volatility
Crossref DOI link: https://doi.org/10.1007/s13398-022-01374-7
Published Online: 2023-01-06
Published Print: 2023-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alziary, Bénédicte
Takáč, Peter http://orcid.org/0000-0002-8813-1122
Funding for this research was provided by:
Universität Rostock
Text and Data Mining valid from 2023-01-06
Version of Record valid from 2023-01-06
Article History
Received: 13 August 2021
Accepted: 1 December 2022
First Online: 6 January 2023