Heston Parameters and Exotic Option Data for the SPX (2012-2018)

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.

本数据集包含经校准的赫斯顿随机波动率（Heston Stochastic Volatility）模型参数，且针对每组参数组合均配套提供了多款奇异期权（exotic option）合约。该数据集被用作训练集，用于构建可近似障碍期权（Barrier option）与亚式期权（Asian option）定价函数的神经网络近似模型。