OPT HESTON PRICE
Option price or error message
Syntax
=mxls.OPT_HESTON_PRICE(stockPrice, strikePrice, optionType, expiryDate, [riskFreeRate], [dividendYield], [v0], [theta], [kappa], [sigma], [rho])Parameters
stockPricenumberRequired
strikePricenumberRequired
optionTypestringRequired
expiryDateanyRequired
riskFreeRatenumber
dividendYieldnumber
v0number
thetanumber
kappanumber
sigmanumber
rhonumber
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
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