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Volatility curve generation using the Heston Model

Krishna Praturi (PGDM Student, IIM Calcutta), Binay Bhushan Chakrabarti (Professor, Indian Institute of Management Calcutta)
Year of publication:
March 2016
Authors: Praturi, Krishna ; Chakrabarti, Binay Bhushan
Publisher: Calcutta : Indian Institute of Management Calcutta
Subject: Wechselkurstheorie | Exchange rate theory | Stochastische Volatilität | Stochastic volatility | Finanzmathematik | Mathematical finance
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