Forums  > Pricing & Modelling  > estimating the market price of risk with the Heston model  
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Joined: Apr 2023
Posted: 2023-04-23 22:26
Is this basically correct? just add these two additional parameters and calibrate ?
Are there any characterizations that have a more convex shape than others with the parameters unconstrained ?

Attached File: HestonRiskPrice.pdf

i think the variance process isnt supposed to be modified, only the spot-price SDE

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