Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model

Kittisak Chumpong, Patcharee Sumritnorrapong. Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model. Computation, 10(4):46, 2022. [doi]

Abstract

Abstract is missing.