Heston Model Calibration and Simulation
This code calibrates the heston model to any dataset of the form
of the marketdata.txt file.
Provides analytical heston and MCMC heston pricing of Option
To see an example, run the hestoncalibrationexample.m code
Cite As
Moeti Ncube (2022). Heston Model Calibration and Simulation (https://www.mathworks.com/matlabcentral/fileexchange/29446-heston-model-calibration-and-simulation), MATLAB Central File Exchange. Retrieved .
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