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Heston Stochastic Volatility

Heston Stochastic Volatility

Random walks down Wall Street, Stochastic Processes in Python

April 7, 2015 | | 33 Comments
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James Bond is not a quant, but many famous quantitative fund managers enjoy playing poker in their spare time. Stochastic processes can be used to model the odds of such games. This article discusses some of the popular ... Read More