Rank: 273392 based on 0 downloads (last 30 days) and 0 file submitted
photo

Fanghua

E-mail

Personal Profile:

 

Watch this Author's files

 

Comments and Ratings by Fanghua
Updated File Comments Rating
04 Aug 2013 Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices Author: Moeti Ncube

Where is the "MCMC heston pricing" part of pricing because it seems that there is only the analytical approach, or am I missing something here?

Many thanks for anyone who could help me.
Richard

Contact us