The Heston Model and its Extensions in Matlab and C#

The Heston Model and its Extensions in Matlab and C#

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... C# code to generate the objective functions using Kilina#39;s (2007) Strike Vector Computation is similar to the Matlab code ... SVC-Heston 6.79 x 10a#39;6 1.9643 0.0895 1.0268 0.0344 a€”0.7816 8.19 SVCa€”Attari 9.47 X 1076 1.5359 0.0986 0.9436anbsp;...


Title:The Heston Model and its Extensions in Matlab and C#
Author: Fabrice D. Rouah
Publisher:John Wiley & Sons - 2013-08-01
ISBN-13:

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