Volswap - V0 0.04 Vbar 0.04 Lambda 1.15 Eta 0.39 Maturity 1...

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Following is heston's SDE for volatility process dV = -Lambda*(V_t - Vbar)*dt + Eta*Sqr(V_t)*dZ Enter Heston Parameters
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Unformatted text preview: V0 0.04 Vbar 0.04 Lambda 1.15 Eta 0.39 Maturity 1 Fair Volatility Calculate Volatility...
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This note was uploaded on 12/06/2010 for the course MATH 115A 262398211 taught by Professor Fuckhead during the Spring '10 term at UCLA.

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