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Option Pricing with Heston Model in Python

Опубликовано: 25 Февраль 2024
на канале: Statistics and Risk Modeling
2,028
47

The Heston model is a mathematical model used in financial mathematics to describe the dynamics of asset prices, particularly in the context of options pricing.
The model is an extension of the Black-Scholes model and aims to capture the volatility smile.
I evaluated dividend-paying European options and American options with Heston model in Python.
You are welcome to provide your comments and subscribe to my YouTube channel.

The Python code is uploaded into https://github.com/AIMLModeling/Hesto...

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00:00:00

In Conversation with Ms. Samantha Salvatori | University of Nebraska Omaha, USA.

In Conversation with Ms. Samantha Salvatori | University of Nebraska Omaha, USA.

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