Dear all, Can anybody provide some hints/examples to estimate Heston models in R? The stochvol can only estimate the the level of log-variance µ, the persistence of log-variance φ, and the volatility of log-variance. How can i estimate the leverage effect parameter?
Any help would be appreciated. Jun [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.