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Heston model for Options pricing with ESGtoolkit

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Hi everyone! Best wishes for 2016! In this post, I’ll show you how to use ESGtoolkit, for the simulation of  Heston stochastic volatility model for stock prices. This is probably my last post on ESGtoolkit, before I start working on the project again (yeah, I know it’s been a while since v0.1! ). If you’re interested in seeing other examples…
Original post: Heston model for Options pricing with ESGtoolkit
Source: R-bloggers