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The Heston Model and its Extensions in Matlab and C#, + Website
Author Steven L. Heston , Fabrice Douglas Rouah
Tap into the power of the most popular stochastic volatility model for pricing equity derivativesSince its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial....
Release Date 2013/09