Rank: 9716 based on 0 downloads (last 30 days) and 0 file submitted
photo

me1 k

E-mail

Personal Profile:
Professional Interests:

 

Watch this Author's files

 

Comments and Ratings by me1
Updated File Comments Rating
05 Jan 2011 Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices Author: Moeti Ncube

Hi moeti, thnx for the code. It gave me the opportunity to understand better the calibration procedure.
However, I am wondering how can the HestonCall(St,K,r,T,vt,kap,th,sig,rho,lda) for example work for vectors.
I mean how can I input St,K,r,T as vectors? What modifications are needed to be done in the code? Thank you in advance.

Contact us