This is the continuous version of a characteristic function
for the exact sampling of the Heston process, s. page 8, formula 13,
M. Broadie, O. Kaya, Exact Simulation of Stochastic Volatility and
other Affine Jump Diffusion Processes
http://finmath.stanford.edu/seminars/documents/Broadie.pdf
This version does not need a branch correction procedure.
For details please see:
Roger Lord, "Efficient Pricing Algorithms for exotic Derivatives",
http://repub.eur.nl/pub/13917/LordR-Thesis.pdf
This is the continuous version of a characteristic function for the exact sampling of the Heston process, s. page 8, formula 13, M. Broadie, O. Kaya, Exact Simulation of Stochastic Volatility and other Affine Jump Diffusion Processes http://finmath.stanford.edu/seminars/documents/Broadie.pdf
This version does not need a branch correction procedure. For details please see: Roger Lord, "Efficient Pricing Algorithms for exotic Derivatives", http://repub.eur.nl/pub/13917/LordR-Thesis.pdf