Heston Process


Heston Process is a direct subtype of Stoch Process
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with functions Heston Process Functions, keys Heston Process keys and example object HestonProc

TYPE INCLUSION RELATIONSHIPS

Stoch Process

Heston Process

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Dividend Yield

Heston Model

Initial Asset Value

Initial Vol Value

Risk Free Rate

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TYPICAL OBJECTS OF TYPE Heston Process

HestonProc

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This type represents a stochastic volatility process as described in Heston Model.