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22 Oct 2011 Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices Author: Moeti Ncube

Dear Moeti Ncube
Thanks for your code, it does help me a lot!
But I have a question for results.
In general, the simulated price should be very close to the Heston model price, right?
But why it seem that there is a gap between "simhes" and "modhes"?

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