Opt Heston Gamma
Calculates Gamma using Heston model
Syntax
=mxls.opt_Heston_Gamma(stockPrice, expiryDate, optionType, strikePrice, [riskFreeRate], [dividendYield], [v0], [theta], [kappa], [sigma], [rho])Parameters
stockPricenumberRequired
expiryDatestringRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumber
dividendYieldnumber
v0number
thetanumber
kappanumber
sigmanumber
rhonumber
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