N
NancyBoy
I first precise that I am new to QuantSE.
Heston is a widely used moodel but I have some doubts on it and I couldn't find a proper answer on the internet.
Any hint, adive or refernece will be highly appreciated!
Thank you
Heston is a widely used moodel but I have some doubts on it and I couldn't find a proper answer on the internet.
How can we prove that Heston in not and exponential Lévy model ?
Are the log-returns of Heston model independent ?
Any hint, adive or refernece will be highly appreciated!
Thank you