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API reference
User Guide
Examples

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Contents:

Pricing
- Pricing with Heston
- Pricing with Bates
Calibration
Hedging
- Hedging with Black-Scholes
- Hedging with Heston

Examples
Calibration

Calibration#

Contents:

With syntetic market price
Impact of parameters
Calibration on market data
Calibration of Heston models on market data
Calibration of Bates models on market data

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Pricing with Bates

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With syntetic market price

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