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New in Mathematica 9Time Series and Stochastic Differential Equations

Heston Model 

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Define an ItoProcess corresponding to the correlated 2D Wiener process.

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Define a Heston model by SDEs driven by the correlated 2D Wiener process.

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Simulate the model using a stochastic Runge-Kutta scheme.

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Visualize the sample paths.

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