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8:33
YouTube
FELT Labs
Using Heston Model to Simulate Stock Prices
The Jupyter notebook demonstrates how to simulate the Heston model in Python, which is useful for modeling stochastic volatility and its effect on asset prices. The notebook defines the model parameters, performs Monte Carlo simulations, and plots the resulting asset prices and variance over time. It also shows how to capture the volatility ...
493 views
Feb 15, 2024
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