org.drip.sample.stochasticvolatility

Class StandardHestonPricingMeasures

java.lang.Object

org.drip.sample.stochasticvolatility.StandardHestonPricingMeasures

public class StandardHestonPricingMeasures
extends java.lang.Object

StandardHestonPricingMeasures contains an illustration of the Stochastic Volatility based Pricing Algorithm of an European Call Using the Heston Algorithm.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
StandardHestonPricingMeasures()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

StandardHestonPricingMeasures

public StandardHestonPricingMeasures()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception