About: Heston model

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Model in finance

Property	Value
dbo:description	Model in finance (en) mathematisches Modell zur Bewertung von Finanzoptionen (de)
dbo:wikiPageExternalLink	https://github.com/jcfrei/Heston
dbo:wikiPageWikiLink	dbr:Automatic_differentiation dbr:Martingale_(probability_theory) dbc:Derivatives_(finance) dbr:Stochastic_volatility dbc:Financial_models dbr:Steven_L._Heston dbr:Mathematical_model dbr:Risk-neutral_measure dbr:Wiener_process dbr:Forward_start_option dbr:Least_squares dbr:Del dbr:Objective_function dbr:Fourier_transform dbc:Mathematical_finance dbr:Option_(finance) dbr:Underlying dbr:Volatility_(finance) dbr:Volatility_smile dbr:Call_option dbr:Variance_swap dbc:Options_(finance) dbr:CIR_process dbr:SABR_volatility_model dbr:Option_valuation dbr:Girsanov's_theorem dbr:Fabien_Le_Floc'h dbr:Wilmott dbr:Barrier_options dbr:Random_process dbr:Black-Scholes_model dbr:Vanilla_option
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dct:subject	dbc:Derivatives_(finance) dbc:Financial_models dbc:Mathematical_finance dbc:Options_(finance)
gold:hypernym	dbr:Model
rdfs:label	Heston model (en) Heston-Modell (de) Модель Хестона (ru)
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