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updated 3 years ago

Heston Model Calibration and Simulation by Moeti Ncube

Calibrated the Heston Model to market Option prices (heston model, option pricing, calibration)

C=HestonCall(St,K,r,T,vt,kap,th,sig,rho,lda)

[cost]=costf2(x)

fj=CF_SVj(xt,vt,tau,mu,a,uj,bj,rho,sig,phi)

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