[R-SIG-Finance] Heston SV model implementation

udai udaism at gmail.com
Tue May 8 11:49:11 CEST 2007


Hi,

I am looking for Heston SV model implementation, parameter estimation
(using MLE) modules for R. In case this is not available for R please
suggest alternative tools.


Udai
IIM Ahmedabad



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