QuantLib / R

R/Finance 2016

hpcquantlib1 Comment

Update 04.09.2016: Prebuild Windows x64 R package is available.

Please find here my talk about the Heston Stochastic Local Volatility Model at this year’s R/Finance 2016 conference in Chicago, USA. The source code of the RHestonSLV package including all examples is also available.

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