Serving the Quantitative Finance Community
how to find the coefficient for Stochastic Volatility Model by numerical methods
In the paper"stochastic volatility with an OU process" by Schobel and Zhu (1998)option price=F1*exp(-q(T-t)) - F2*K*exp(-r(T-t))F1 and F2 are integrals ...how can we envaluate using numerical procedures such as quadrature????
how to find the coefficient for Stochastic Volatility Model by numerical methods
By calculating F1 and F2 - search through the forum, e.g. on Carr, Madan.