[讨论交流] 大家帮忙看看这步怎么得出的吧 [推广有奖]

11楼

yuangord 发表于 2013-12-30 00:42:51

Indeed, this formula is based on Formula (3.17) in the above paper, based on the meaning of \pi_2.

12楼

Chemist_MZ

发表于 2013-12-30 00:59:17

Agree

扫头像关注公众号“二点三西格玛”衍生品定价与风险管理

13楼

cyl.88 发表于 2013-12-30 08:22:55

I know,thank you

14楼

yuangord 发表于 2014-1-2 01:39:39

there is a derivation in this book "the heston model and its extensions in matlab and c#", however, I do not have this book.

15楼

yuangord 发表于 2014-1-6 10:08:05

加好友,备注jr
拉您进交流群