Marketdatatxt software
Marketdatatxt
Added: March 26, 2013 | Visits: 373
This code calibrates the heston model to any dataset of the formof the marketdata.txt file.Provides analytical heston and MCMC heston pricing of OptionTo see an example, run the hestoncalibrationexample.m code
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Heston Model Calibration and Simulation Download |