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About the case study
  • Name of the Contributor: Mr Vivek Raj Singh
  • Title of the Case Study: Simulating and Pricing Options under the Heston Stochastic Volatility Model
  • University: VIT BHOPAL UNIVERSITY
  • Institute: VIT BHOPAL UNIVERSITY
  • Operating System: macOS Tahoe
  • Scilab Version: Scilab 2026.0.1