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Implement Heston model

Open mvanzulli opened this issue 1 year ago • 4 comments

Implement Heston model via FFT according to this ref

mvanzulli avatar May 12 '24 19:05 mvanzulli

well, seems the ref is gone? I got 502 from that link

iblislin avatar Jun 18 '24 02:06 iblislin

well, seems the ref is gone? I got 502 from that link

Yep you are right, I've updated the link 🛠️

mvanzulli avatar Jun 19 '24 23:06 mvanzulli

ah thanks! let me study it first.

iblislin avatar Jun 21 '24 07:06 iblislin

ah thanks! let me study it first.

Sure, no rush. Thanks for your attention to this matter 🤙🏼

mvanzulli avatar Jun 21 '24 08:06 mvanzulli