Benabid, Anas; Bensusan, Harry; Karoui, Nicole El - HAL - 2008
In this paper, a study of a stochastic volatility model for asset pricing is described. Originally presented by J. Da … the stochastic correlation. Thanks to its flexibility, this model enables a better fit of market data than the Heston … evaluation of complex options. Regarding stochastic volatility models, implied volatility surfaces of vanilla options have to be …