<t>Hi tontonkum:Thanks very much for the explanation. I guess that complex logarithm could be the issue. Initially, I thought the complex number issue has been tackled by Carr& Madan's modified CF, but now i realized there is still some thing need to be handled in the CF itself.Most papers didn'...

<t>Hi Y0da:I do agree taht Moodly's paper is quite a nice intro and feel his code is quite correct/useful. Especially he made this niece work during undergraduate, which is very amazing. I like his work very much indeed. But just feel starnge when replacing the CF. Because I am working on Multi-vari...

<t>Hello everyone~ I found some people also use "Moodley's" code to obtain European call price under SV. Although the calculated option price from the code is quite close to other option calcultor, the characteristic function (CF) used in the code/paper is quite weird. It is very different from the ...

<t>oh hello:I am also currently following Moodley's code on SV models. Howver, I found some stragne problem about the characteristic funciton (CF) in his code. The CF looks not exact the same as the one in Heston's paper (1993). However, Moodley's code still give quite good result with the CF derive...