LIACS Thesis Repository
These webpages contain theses and reports by students affiliated with the various bachelor and master programmes offered at the Leiden Institute of Advanced Computer Science
(LIACS),
the computer science and artificial intelligence department of Leiden University.
The following thesis was written by a student who graduated in 2025-2026 from the Bachelor Data Science and Artificial Intelligence programme at Leiden University.
Thesis details
| Title | Parameter Sensitivity Analysis of the Heston Stochastic Volatility Model |
| Student | Kravcenko, A. (Artemijs) |
| Programme | Bachelor Data Science and Artificial Intelligence |
| Year | 2025-2026 |
| Supervisors | Wang, dr. H. (Hao) Basold, dr. H. (Henning) |
| Thesis | Open Thesis PDF |
Citation details
Kravcenko, A. (Artemijs), Parameter Sensitivity Analysis of the Heston Stochastic Volatility Model, Thesis Bachelor Data Science and Artificial Intelligence, LIACS, Leiden University, 2026.