Access Statistics for Agnieszka Janek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FX Smile in the Heston Model 0 0 0 34 2 6 12 201
FX Smile in the Heston Model 0 0 1 144 4 9 14 462
FX Smile in the Heston Model 0 0 0 57 0 5 7 211
FX smile in the Heston model 0 0 0 100 0 4 10 314
The vanna - volga method for derivatives pricing 0 0 0 318 4 12 35 1,043
Total Working Papers 0 0 1 653 10 36 78 2,231

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model 0 0 0 236 0 2 6 905
HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999) 0 0 0 318 1 4 8 705
HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model 0 0 0 145 0 2 3 410
HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile 0 0 1 185 0 3 9 560
HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002) 0 0 0 104 0 3 9 392
HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model 0 0 0 380 1 2 4 1,126
PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model 0 0 0 213 1 4 6 550
SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model 0 0 0 510 0 3 9 1,208
STF2HES: MATLAB functions for "FX smile in the Heston model" 0 0 0 239 2 3 6 668
STF2HES_EX: MATLAB example scripts for "FX smile in the Heston model" 0 0 0 132 1 4 9 490
Total Software Items 0 0 1 2,462 6 30 69 7,014

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09