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Option price and sensitivities by Heston model using finite differences

`[PriceSens,PriceGrid,AssetPrices,Variances,Times] = optByHestonFD(Rate,AssetPrice,Settle,ExerciseDates,OptSpec,Strike,V0,ThetaV,Kappa,SigmaV,RhoSV)`

`[PriceSens,PriceGrid,AssetPrices,Variances,Times] = optByHestonFD(___,Name,Value)`

`[`

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

,`PriceGrid`

,`AssetPrices`

,`Variances`

,`Times`

] = optByHestonFD(___,`Name,Value`

)

[1] Heston, S. L. “A Closed-Form
Solution for Options with Stochastic Volatility with Applications to Bond and Currency
Options.” *The Review of Financial Studies.* Vol 6, Number 2,
1993.

`optByBatesFD`

| `optByHestonFD`

| `optByLocalVolFD`

| `optByMertonFD`

| `optBySensMertonFD`

| `optSensByBatesFD`

| `optSensByLocalVolFD`

| `optstockbyfd`

| `optstocksensbyfd`