Heston Parameters and Exotic Option Data for the SPX (2012-2018)
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下载链接：
https://data.mendeley.com/datasets/8g3p7mj544
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资源简介：
This dataset contains calibrated Heston Stochastic Volatility model paramaters accompanied by a spread of exotic option contracts for each paramter combination. The data served as a training set for a neural network approximation of Barrier and Asian option pricing functions.
创建时间：
2025-09-01
