top of page
UQLab Examples ➜ Stochastic Polynomial Chaos Expansions ➜ Heston model
Related examples
Learn how to specify a random vector and draw samples using various sampling strategies.
Create, evaluate and sample a stochastic simulator in UQLab
Use generalized lambda models to emulate the stochastic response of the Heston model
Use stochastic polynomial chaos to emulate a stochastic simulator with multi-modal response
Create an SPCE stochastic emulator starting from a given dataset
bottom of page