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me1 k


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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.

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