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mizhael
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Joined: September 25th, 2005, 4:46 pm

Where is the Lord and Kahl paper "Complex logarithmes in Heston-like models"

June 21st, 2007, 3:20 pm

In Roger Lord and Christian Kahl 's 2006 paper "Optimal Foureir inversion in semi-analytical option pricing", they cited a [LK07] paper titled "Complex logarithms in Heston-like models", working paper 2007. Does anybody have that paper? Thanks a lot!
 
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LordR
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Joined: July 14th, 2002, 3:00 am

Where is the Lord and Kahl paper "Complex logarithmes in Heston-like models"

June 25th, 2007, 5:34 pm

I'm sure if you ask the authors really nicely they'll send you what they have.