搜索资源列表
nimalinmoodley
- This document covers various aspects the Heston model. The structure and topics covered is as follows: Chapter 1 introduces the model and provides theoretical and graphical motivation for its robustness and hence popularity. It also discusses
H_KL_iid
- Heston金融模型中European Call Option的定价，使用欧拉方法-Prcing European Call option under the Heston Model. Using Euler Scheme.
heston
- Heston Model Stochastic Volatility
Heston
- Heston Model option pricings and comparison-Compares the option prices obtained using the analytical Heston formula (1993) and the FFT method (Carr-Madan formula via FFT+ Simpson s, Carr-Madan using adaptive Gauss-Kronrod quadrature, and Lipton s fo
FiniteElement_HestonModel
- Finite element method Heston model matlab code
HestonCalibration
- heston期权定价模型，参数calibration程序-heston model parameter calibration program
GMM
- Hestion期权定价模型的波动方程中参数的广义矩估计-Generalized wave equation parameters of Heston option pricing model Moment Estimation
HestonCallQuad
- Heston期权定价模型的蒙托卡罗模拟。调用fun函数即可运行-Generalized wave equation parameters of Heston option pricing model Moment Estimation
heston-summer-xls
- GAUSS has two electronic help systems, corresponding to the GAUSS pdf manuals (available at http://www.aptech.com). 1. The Command Reference is an easy way to pick up information on commands (as long as they are not deemed obsolete ), and is or
Heston_MCS
- heston pricer with monte carlo
Heston
- heston option pricer