HestonMdl
TYPE
Heston Model
Model[Spot Price]
Model[Quotable]
Model
Type
Init Var
-1
Theta
-1
Kappa
0.01
Ksi
0.02
Rho
0
Discretization
Broadie Kaya Laguerre
Broadie Kaya Lobatto
Broadie Kaya Trapezoidal
Full Truncation
Non Central ChiSq Var
Partial Truncation
Quad Exp Martingale
Quad Exponential
Reflection
In parent: Model[Quotable]
ID
Modelled Quotable
