Question: (8) Now consider the Heston stochastic volatility model dS = rdt + o, dza du = k(0 _ v )dt to judze dze vidz2 =

(8) Now consider the Heston stochastic volatility model dS = rdt + o, dza du = k(0 _ v )dt to judze dze vidz2 = pdt. Assume r = 0.03, k = 2, 0 = 0.162, o = 0.2, p = _0.8. If the current stock price is...

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