Re: Heston and ExactVariance
Posted by
Luigi Ballabio on
Oct 02, 2009; 6:49am
URL: http://quantlib.414.s1.nabble.com/Heston-and-ExactVariance-tp13047p13055.html
On Fri, 2009-10-02 at 07:59 +0200, Dima wrote:
> A better name or a better scheme :)?
A better name, so that we make the old name available for the better
scheme :)
Luigi
--
Skinner's Constant (or Flannagan's Finagling Factor):
That quantity which, when multiplied by, divided by, added to,
or subtracted from the answer you got, gives you the answer you
should have gotten.
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