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Greek Heston

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babyboy
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Posts: 1
Joined: March 6th, 2004, 12:58 pm

Greek Heston

April 10th, 2004, 3:34 pm

Hi,What is the formula of delta, gamma, vega, theta in Heston model?Thanks
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enginkuru
Posts: 2
Joined: July 5th, 2004, 7:09 am

Greek Heston

July 6th, 2004, 2:40 pm

Have a look at :www.mathfinance.deit is under the formula catalogueyou have to register but it is free..
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