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10 Dec 2010 Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices Author: Moeti Ncube

Oh,I see.Thanks for you help!

08 Dec 2010 Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices Author: Moeti Ncube

Hi,moeti
I have read your great code seriously,but I have a some questions.First,about the marketdata the calibration used,the marketdata's first column is strike,and third is implied volatility,the fourth is time to maturity(days),but it seem that the third column data not used in the calibration? and what is the third column data?

Thank you for your time

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