Heston Model

Geometric Brownian Motion with stochastic volatility.


 Parameter description and Model setup
Export: data file, gnuplot command file
basic share data
drift initial volatility
initial value time (years)
parameters of volatility
longterm average strength of m.r.
vol of vol correlation
indications
show moving average in days
extended configuration
no. of realizations
image size x image size y
init random generator with number