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Marketdatatxt software
 

Marketdatatxt

Added: March 26, 2013 | Visits: 373

Heston Model Calibration and Simulation 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