[Quantlib-dev] Heston.cpp Alan Lewis decorrelation for Heston

[PinkLizard <ka...@li...>]

Hi, 
In Hestonprocess.cpp there is a switch on Exact Variance Simulation where
it's said that one uses Alan Lewi's trick to decorrelate equity and variance
process.

Anyone can explain me this trick? I can't find it in the reference "Quantlib
code is very high quality"...

Thanks
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