vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by … effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved …

Inspired by the article Weak Convergence Rate of a Time-Discrete Scheme for the Heston Stochastic Volatility Model … for the Heston model, which are based on exact simulation of the underlying volatility process. Both for an Euler- and a … Feller index of the volatility process. In our analysis, we also observed the usual trade off between the smoothness …