MarioTawfelis/Heston-Stochastic-Volatility-Model
A MATLAB implementation of the Heston Stochastic Volatility Model. The model is used to price options using Monte Carlo and numerical methods to integrate the characteristic function.
正在读取项目信息…
A MATLAB implementation of the Heston Stochastic Volatility Model. The model is used to price options using Monte Carlo and numerical methods to integrate the characteristic function.