Serving the Quantitative Finance Community
FX options
My main area of potential study is fx options. 1) I am thinking of applying Heston model. Any ideas how i can calibrate the parameters to the observed data? What kind of data do i need?2) Any suggestions about alternative models (preferably based on the framework of SV) or articles (i want an empirical study to compare)?3) Which is the implementation of volatility surface for FX options?rgrds
