Someone else can help please ?

<r>Quotenow with the calibrated parameters you could simulate paths of vol and underlying using monte-carlo and price exotics or path-dependentsHave you got any documents or sources that I can consult to have a better idea. I found this forum :<URL url="http://www.nabble.com/Question-on-Path-Generat...

<t>Hello everyone,Sorry for my english I'm not good at it.Actually I have developped an algorithm to price Call and Put by the Heston Model.Then I use the Levenberg Marquardt Algorithm to calibrate data from the market.So I have a set of five parameters : kappa, rho, theta, v0, lambdaBut I don't kno...