Comments (1)
Please, create issues only if there are errors, or if something is wrong in the math or in the code.
An issue should be short, easy to read, and should indicate the error message.
In this case there are no errors. The Heston price seems to be correct.
The answers to your questions are:
- I used the python function
partial
to bind the extra arguments. Therefore the functioncf_H_b_good
has only 1 argument. - The log-moneyness
k
is the first argument ofQ1
.
from financial-models-numerical-methods.
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from financial-models-numerical-methods.