October 4th, 2012, 8:59 pm
QuoteOriginally posted by: jugnoohey does any body has experiance with heston model calibration? could you suggest any matlab or vba code?thankscan't remember 100% correct - but quantlib HAD c# and c++ heston calibration included? no? no idea about matlab or (mathematica) or vba - but - google it? also: likely there's no such thing in excell...i am betting 5$ on it without any googling...