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TODO: Heston Documentation #38

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lacagninag opened this issue May 20, 2024 · 0 comments
Open

TODO: Heston Documentation #38

lacagninag opened this issue May 20, 2024 · 0 comments
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lacagninag commented May 20, 2024

TODO: Heston Documentation

With the aim of clarity in the documentation of the Heston model we report here a list of phrases or formulas to rewrite as soon as another modification will be done to the codebase.

  • Use always \mathbb{P} to indicate probabilities;
  • Use Z_1, ... Z_n instead of N(0,1)_1 to indicare normal random variables.
  • Add Forward Starting Digital
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