function?[call_prices?std_errs]?=?Heston（S0?r?V0?eta?theta?kappa?strike?T?M?N）
%???Compute?European?call?option?price?using?the?Heston?model?and?a
%???conditional?Monte-Carlo?method
%
%???????[call_prices?std_errs]?=?Heston（S0?r?V0?eta?theta?kappa
%???????strike?T?M?N）
%
%*************************************************************************
%?ACKNOWLEDGMENTS:
%?Thanks?to?Roger?Lee?for?his?MSFM?course?at?the?University?of?Chicago
%
%*************************************************************************
%???INPUTS:
%
%???S0???	?-?Current?price?of?the?underlying?asset.
%
%???r????????-?Annualized?continuously?compounded?risk-free?rate?of?return
%??????????????over?the?life?of?the?option?expressed?as?a?positive?decimal
%??????????????number.
%
%?

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????5329??2009-11-07?12:08??Heston.m
?????文件????????1526??2014-02-12?12:59??license.txt