BlackScholes Versus Heston Option Pricing Models
digitalcommons.bard.edu
Author: openj-gate.com ~ Tags: digitalcommons.bard.edu ~ Date: 2022/07/31
The approach for the calibration process is to calibrate the Heston Model to the real market data to obtain the five unknown parameters which are the initial - Information from digitalcommons.bard.edu
Information accuracy 100%
Read more from digitalcommons.bard.edu information was found here: https://digitalcommons.bard.edu/cgi/viewcontent.cgi?article=1212&context=senproj_s2019