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Discussion Series
| Heston model | |
model of share price ( )
| 
|
correlation ( )
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| basic share data | ||||
|---|---|---|---|---|
| drift | 
| initial volatility | 
| |
| initial value | 
| time (years) | T | |
| parameters of volatility | ||||
| longterm average | 
| strength of m.r. | 
| |
| vol of vol | 
| correlation |
| |
| ... | ||||
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