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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.
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The text was updated successfully, but these errors were encountered:
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.
The text was updated successfully, but these errors were encountered: