GAOYUANYUAN / Heston-Model-Calibration

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Heston-Model-Calibration

The Heston model is a stochastic model developed to price options while accounting for variations in the asset price and volatility. It assumes that the volatility of an asset follows a random process rather than a constant one. I compared Heston model and Black-Sholes model, then calibrated Heston model with Python. You are welcome to provide your comments and subscribe to my YouTube channel.

Please watch the video at https://www.youtube.com/watch?v=U4RJzre1G2M

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