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
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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