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Update src/models/heston.jl
Add Heston reference (#21)
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src/models/heston.jl

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@@ -49,7 +49,7 @@ function evaluate(O::EuropeanOption, m::HestonModel; N=100)
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end
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"""
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Characteristic function Heston model for an European call option:
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Characteristic function Heston model for an European call option from [A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options, L. Heston](https://www.jstor.org/stable/2962057)
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"""
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function φ(O::EuropeanOption, m::HestonModel, ω::Number)
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(; v, v̄, κ, ρ) = m

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