Re: [R-SIG-Finance] Calibration of Heston Model in R

2014-07-15 Thread Enrico Schumann
On Sun, 13 Jul 2014, Shivam shivamsi...@gmail.com writes: Hi All, It is a very basic question, in the sense that I need to start from scratch. I need to know what are the resources available in R to calibrate the Heston model. A lot of help is available for MATLAB, but I have been working

[R-SIG-Finance] Calibration of Heston Model in R

2014-07-13 Thread Shivam
Hi All, It is a very basic question, in the sense that I need to start from scratch. I need to know what are the resources available in R to calibrate the Heston model. A lot of help is available for MATLAB, but I have been working with R for a while now and dont want to migrate. I know the