C# (CSharp) Heston 네임스페이스

클래스들

이름 설명
HestonCalibrationSettings
HestonCallSimulationOptimizationProblem Calculates and minimize options prices differences by simulating Heston scenarios using Monte Carlo method.
HestonCallSimulationOptimizationProblem.SimulationContext Wrapper class used to pass data within task-threads.
HestonChoice
HestonExtendesCalibrationBySimulationEstimator
HestonProcess
TestHeston
TestHestonCallPrice
TestHestonExtended