Errata for ‘Option Valuation under Stochastic Volatility II’

Last Edit: July 31, 2016

Page numberCorrection
364
(2nd paragraph)
subject to \tilde{p}(t;y,w,v) = \delta(y) \delta(v-w) should read:
subject to \tilde{p}(0;y,w,v) = \delta(y) \delta(v-w)
404Bottom panel should be IV not III.
500'complementary', not complimentary