kappa_v = 1.5-3.0, theta_v = 0.04, sigma_v = 0.3
| source | Heston (1993) calibrations + market-fit literature |
| derivation | data_calibrated |
| quality | calibrated |
| set | 2026-05-25 |
| last reviewed | 2026-05-25 |
| next review due | 2026-12-31 |
Used in M-131 equity options + M-136 vol surface fitting.