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Calibration and simulation of Heston model

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F17%3A43930092" target="_blank" >RIV/49777513:23520/17:43930092 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1515/math-2017-0058" target="_blank" >http://dx.doi.org/10.1515/math-2017-0058</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1515/math-2017-0058" target="_blank" >10.1515/math-2017-0058</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Calibration and simulation of Heston model

  • Original language description

    We calibrate Heston stochastic volatility model to real market data using several optimization techniques. We compare both global and local optimizers for different weights showing remarkable differences even for data (DAX options) from two consecutive days. We provide a novel calibration procedure that incorporates the usage of approximation formula and outperforms significantly other existing calibration methods. We test and compare several simulation schemes using the parameters obtained by calibration to real market data. Next to the known schemes (log-Euler, Milstein, QE, Exact scheme, IJK) we introduce also a new method combining the Exact approach and Milstein (E+M) scheme. Test is carried out by pricing European call options by Monte Carlo method. Presented comparisons give an empirical evidence and recommendations what methods should and should not be used and why. We further improve the QE scheme by adapting the antithetic variates technique for variance reduction.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10101 - Pure mathematics

Result continuities

  • Project

    <a href="/en/project/GA14-11559S" target="_blank" >GA14-11559S: Analysis of Fractional Stochastic Volatility Models and their Grid Implementation</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2017

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Open Mathematics

  • ISSN

    2391-5455

  • e-ISSN

  • Volume of the periodical

    15

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    PL - POLAND

  • Number of pages

    26

  • Pages from-to

    679-704

  • UT code for WoS article

    000404576900001

  • EID of the result in the Scopus database

    2-s2.0-85021093010