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by GraemeHamham
July 11th, 2006, 8:36 am
Forum: Technical Forum
Topic: Heston Question: Logarithmic Coordinates
Replies: 8
Views: 130349

Heston Question: Logarithmic Coordinates

<t>I am currently trying to implement the Kahl & Jackel continuity correction, but I am little puzzled.I am being correct in assuming that the phase number produced by formula (24) will always be 0as t_c will always between - PIE & PIE?Therfore only formula (28) has the potential to be non-z...