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Simulate Heston sample paths with transition density

`[`

specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax.`Paths`

,`Times`

] = simByTransition(___,`Name,Value`

)

[1] Glasserman, Paul *Monte Carlo Methods in Financial
Engineering.* New York: Springer-Verlag, 2004.

[2] Van Haastrecht, Alexander, and
Antoon Pelsser. "Efficient, Almost Exact Simulation of the Heston Stochastic Volatility
Model." *International Journal of Theoretical and Applied Finance.*
13, no. 01 (2010): 1–43.