Heston model derivation, discretisation and calibration in RMaršič, Andrej (Avtor) Košir, Tomaž (Mentor) Velušček, Dejan (Komentor) Soucek, Michael (Komentor) Heston modelfinancial modellingstochastic differential equationdiscretisation schemesimulationR[A. Maršič]20172018-04-18 14:06:01Magistrsko delo/naloga100872UDK: 519.8COBISS_ID: 18127961sl