Greek Heston
Posted: April 10th, 2004, 3:34 pm
by babyboy
Hi,What is the formula of delta, gamma, vega, theta in Heston model?Thanks
Greek Heston
Posted: July 6th, 2004, 2:40 pm
by enginkuru
Have a look at :
www.mathfinance.deit is under the formula catalogueyou have to register but it is free..