I have to price a European call option under the Heston model. I have been given a characteristic function (corresponding to the heston model and forward starting call option). I have no idea what to do with this characteristic function and I do not know what Matlab package to solve this with. I have downloaded CFHtoolbox, but can not find a solution there Thanks a lot, because I am stuck with this problem for 2 weeks now.
2026-03-29 15:02:29.1774796549
How to price forward starting European call option
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