Hello, Where can I find a trading platform, spreadsheet, website, etc. where I can use stochastic volatility to model prices for options? Thanks in advance to anyone who replies. - Steven
pretty sure you can do this in R then export to spreadsheet if you wish...if you don't program in R, its pretty easy to learn(very similar to matlab if you know how to program in that)
You might find some stuff here (I can see an implementation of CEV, for instance): http://www.global-derivatives.com/index.php?option=com_content&task=view&id=173
Instinet has an options platform that we offer called Trade Speed that allows you to create your own option skew or match the current one.
A statistical package... Sorta like a public domain Matlab, but more geared towards statistics and time series analysis.
Hoadley is inexpensive and has SABR. Fincad has Heston and local vol but expensive. Another alternative is the book "options pricing and volatility in VBA". I believe it has a chapter on Heston Good luck