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Software for Calibrating Heston + extensions

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Caveny
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Joined: December 17th, 2002, 3:23 pm

Software for Calibrating Heston + extensions

January 10th, 2003, 8:22 pm

Last edited by Caveny on September 18th, 2003, 10:00 pm, edited 1 time in total.
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quantman
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Joined: February 6th, 2002, 12:22 pm

Software for Calibrating Heston + extensions

January 12th, 2003, 10:30 am

I think Scicomp has a software which could calibrate Stochastic volatility and could also include jumps in the same time (looks sophisticated).Here's the link www.scicomp.comregards,Quantman.
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Caveny
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Joined: December 17th, 2002, 3:23 pm

Software for Calibrating Heston + extensions

January 13th, 2003, 9:36 pm

Last edited by Caveny on September 18th, 2003, 10:00 pm, edited 1 time in total.
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