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Added heston zero vol limit case. - #111

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cfries merged 1 commit into
mainfrom
42-heston-model-characteristic-function-does-not-handle-limit-case-xi0
Nov 8, 2026
Merged

cfries merged 1 commit into
mainfrom
42-heston-model-characteristic-function-does-not-handle-limit-case-xi0

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@cfries

@cfries cfries commented Nov 8, 2026

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What is this PR for?

Added heston zero vol limit case.

What type of PR is it?

fix issue

Questions:

Does the licenses files need update?
NO

Are there breaking changes for older versions?

NO

Does the change require additional documentation?

NO

@cfries cfries linked an issue Nov 8, 2026 that may be closed by this pull request
@cfries
cfries merged commit c09575a into main Nov 8, 2026
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Heston model characteristic function does not handle limit case xi=0

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