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Language: en
Pages: 14
Pages: 14
Type: BOOK - Published: 2017 - Publisher:
This paper studies the performance of Heston Model and Black-Scholes Model in pricing index options. I have compared the two models based on 1074 call option pr
Language: en
Pages:
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Type: BOOK - Published: 2013 - Publisher:
Stochastic volatility models on option pricing have received much study following the discovery of the non-at implied surface following the crash of the stock m
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2019 - Publisher:
The Nobel Prize-winning the Black-Scholes Model for stock option pricing has a simple formula to calculate the option price, but its simplicity comes with crude
Language: en
Pages: 437
Pages: 437
Type: BOOK - Published: 2013-08-01 - Publisher: John Wiley & Sons
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a
Language: en
Pages:
Pages:
Type: BOOK - Published: 2004 - Publisher: