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 1 4 6 195
FX Smile in the Heston Model 1 1 1 144 1 3 5 453
FX Smile in the Heston Model 0 0 0 57 1 2 3 206
FX smile in the Heston model 0 0 1 100 2 5 9 310
The vanna - volga method for derivatives pricing 0 0 0 318 12 16 26 1,031
Total Working Papers 1 1 2 653 17 30 49 2,195

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 1 3 5 903
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 2 5 701
HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model 0 0 0 145 1 1 2 408
HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile 0 0 1 185 1 3 7 557
HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002) 0 0 1 104 3 5 9 389
HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model 0 0 0 380 1 1 2 1,124
PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model 0 0 0 213 0 1 2 546
SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model 0 0 0 510 1 3 6 1,205
STF2HES: MATLAB functions for "FX smile in the Heston model" 0 0 0 239 2 2 3 665
STF2HES_EX: MATLAB example scripts for "FX smile in the Heston model" 0 0 0 132 1 3 5 486
Total Software Items 0 0 2 2,462 12 24 46 6,984

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

Statistics updated 2026-01-09