├── .gitattributes ├── .gitignore ├── LICENSE ├── Project_NEW.ipynb ├── README.md ├── bibliography ├── An_introduction_to_econophysics.pdf ├── EXPLICIT_HESTON_SOLUTIONS_AND_STOCHASTIC_APPROXIMATION_FOR_PATH_DEPENDENT_OPTION_PRICING.pdf ├── Euler and Milstein Discretization.pdf ├── Full_and_fast_calibration_of_Heston_Stochastic_Volatility_Model.pdf ├── HestonModelShiftingOnVolatilitySurface.pdf ├── Heston_vs_Black_Scholes_stock_price_modelling.pdf ├── Hull J.C.-Options, Futures and Other Derivatives_9th edition.pdf ├── NotSoComplexLogarithmsInTheHestonModel.pdf ├── Valuing_a_European_option_with_the_Heston_model.pdf ├── Volatility_carry_trading_strategy.pdf ├── parameters_estimation.pdf └── sitography.txt ├── data ├── SPX_HistoricalData.csv └── grid1_zheb51fo.xlsx └── figures ├── GWP.png ├── NNN.jpg ├── Screenshot 2022-02-28 at 22.55.11.png ├── UNIPD.png ├── Unipd_1.png ├── VIX.png ├── call option1.png ├── generlized wiener process.png ├── m.png ├── p.png └── put option.png 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