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*Last updated: 2023-03-16.*

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# Module: tf_quant_finance.models.heston.approximations

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/models/heston/approximations/__init__.py">View source</a>



Approximations to the Heston model.



## Functions

[`asian_option_price(...)`](../../../tf_quant_finance/models/heston/approximations/asian_option_price.md): Computes the Heston price for a batch of asian options.

[`calibration(...)`](../../../tf_quant_finance/models/heston/calibration.md): Calibrates the Heston model using European option prices.

[`european_option_price(...)`](../../../tf_quant_finance/models/heston/approximations/european_option_price.md): Calculates European option prices under the Heston model.

