Independence of log-returns under Heston model

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.


  1. How can we prove that Heston in not and exponential Lévy model ?


  2. Are the log-returns of Heston model independent ?

Any hint, adive or refernece will be highly appreciated!

Thank you
 

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enter image description here

enter image description here

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enter image description here

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enter image description here

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