Heston Model [Matlab]

Category: Matlab	View Full Details
Heston Model
Submitter: vanna	Date: 2007/8/26

Description: Appnedix of the pdf file contains MATLAB code for pricing of options in Heston Model, using various approaches like FFT/ numerical integration Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
6866 0 bytes Matlab http://www.cam.wits.ac.za
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malbury	Posted: 2007/8/26 15:06 Updated: 2007/8/26 15:06
Just popping in Joined: 2006/5/28 From: Posts: 13	Updated broken link Fixed earlier broken link..

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Anonymous	Posted: 2012/12/30 10:54 Updated: 2013/2/10 12:51
	Heston Model I am really struggling on how to use MATLAB in heston model.Pls I need help.

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