Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags：heston
| Title | Added by | Added on |
| [Code » C++] Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model | abiao | 2010/10/20 |
| [Code » Matlab] Simulation of Heston model | abiao | 2008/11/24 |
| [Code » Matlab] Heston model pricing and calibration | abiao | 2008/10/20 |
| [Code » Matlab] Variance swap hedging under Heston volatility | abiao | 2008/10/01 |
| [Code » C++] Cliquet option with Jump-Diffusion Bates Model | abiao | 2008/09/16 |
| [Code » Matlab] calibration of the Heston SV model | abiao | 2008/07/29 |
| [Code » Net] Heston Stochastic Volatility | abiao | 2008/07/25 |
