New answers tagged calibration
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Heston model calibration to option prices and implied volatility
Implied volatility and option prices can be used interchangeably. Given the implied vol, you can find the market price using Black-Scholes formula (and vice versa).
If you are using Quantlib functions ...
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Calibration of Local or Stochastic Volatility Models to Prices vs Implied Volatilities
I would like to add an additional note I recently discovered that disagrees with the accepted answer. This alternative opinion is from a well-known paper, The Model-Free Implied Volatility and Its ...
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