Option Pricing with Heston Model in Python
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.
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The Python code is uploaded into https://github.com/AIMLModeling/Hesto...