# Errata for ‘Option Valuation under Stochastic Volatility II’

Last Edit: Aug 1, 2017

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
412The two instances of $(y')^{1/2}$ in Problem S1D: (...) and the line below "But comparing Problem S1d.." should read $(y')^{-1/2}$. The final formulas are correct.