https://financepress.com/2019/02/15/heston-model-reference-prices/
Heston Model Reference Prices | Finance Press
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Deep Learning and the Heston Model:Calibration & Hedging
The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for...
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https://ada.atilim.edu.tr/entities/publication/c4fb657a-04f5-4d52-9b20-a21adac7cc5e
European Option Pricing under Markov-Switching Two-Factor Heston Model with Stochastic Interest...
In this paper, we study the pricing of European options under a Markov-switching double Heston model with a stochastic interest rate governed by the CIR...
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https://de.mathworks.com/help/fininst/optsensbyhestonfft.html
optSensByHestonFFT - Option price and sensitivities by Heston model using FFT and FRFT - MATLAB
This MATLAB function computes vanilla European option price and sensitivities by Heston model, using Carr-Madan FFT and Chourdakis FRFT methods.
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https://it.mathworks.com/help/fininst/finmodel.heston.html
Heston - Create Heston model object for Vanilla, Asian, Barrier, DoubleBarrier, Lookback,...
Create and price a Vanilla, Asian, Barrier, DoubleBarrier, Lookback, PartialLookback, VarianceSwap, Touch, DoubleTouch, Cliquet, or Binary instrument object...
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