[R] Logreturn variance in Heston model

David Winsemius dw|n@em|u@ @end|ng |rom comc@@t@net
Thu Oct 15 21:29:04 CEST 2020

I'm sure I don't know the answer, but I'll hazard a guess why no one has 
responded in 3 hours. Generally persons submit question to Rhelp with 
some code and data (or at least a description of the data). Questions 
about theory are considered off-topic although sometimes addressed if 
there seems to be some relationship to some aspect of the language. 
Questions that show little individual effort at preliminary searching 
may get ignored, and this is what I think is happening to yours at the 
moment. Likewise requests for tutorials or solutions to what appear to 
be homework questions with no prior effort are often met with 
suggestions that you present evidence of knowing how to do basic 
operations such as building simulated datasets.

There are quite a few CRAN Task Views and you might start there.

You posted in HTML. Rhelp is a plain text mailing list. I suggest  you 
read the Posting Guide and the List Info pages.

You might consider posting the question on the Stackexchange.com's 
Quantitative Finance forum, but I would advise first reviewing their 
[how to post] pages.

Don't post this question in this form to StackOverflow, since package 
recommendation requests are off-topic there.



On 10/15/20 9:32 AM, Barbara Rogo via R-help wrote:
> I have to calculate the logreturn variance in the Heston model. How can I
> do? Do you know some function that calculates it?
> Thank you
> Barbara

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