Risk neutral terminal probability density for the Heston model
References:
The formulas are taken from A. Dragulescu, V. Yakovenko, 2002.
Probability distribution of returns in the Heston model
with stochastic volatility.
http://arxiv.org/pdf/cond-mat/0203046.pdf
Risk neutral terminal probability density for the Heston model
References:
The formulas are taken from A. Dragulescu, V. Yakovenko, 2002. Probability distribution of returns in the Heston model with stochastic volatility. http://arxiv.org/pdf/cond-mat/0203046.pdf