Pricing Partners boosts calibration with Simplex

According to Pricing Partners, the algorithm supports time-dependent Heston Model parameters, accelerates calibration procedure, and improves calibration accuracy.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: