Heston Parameters and Exotic Option Data for the SPX (2012-2018)
收藏NIAID Data Ecosystem2026-05-02 收录
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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
