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HestonModel Class Reference#include <ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp>
Inheritance diagram for HestonModel: ![]() Detailed DescriptionHeston model for the stochastic volatility of an asset.References: Heston, Steven L., 1993. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. The review of Financial Studies, Volume 6, Issue 2, 327-343.
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