Description Usage Arguments Value

The Heston model's approximation for realized volitility.

1 | ```
HestonRealizedVolitility(realizedVar_0, time, kappa, theta, gamma)
``` |

`realizedVar_0` |
Initial realized variance of a stock repeated T times |

`time` |
Number of realized variance observations |

`kappa` |
Mean reverting parameter. |

`theta` |
The long term average. |

`gamma` |
The volatiltiy of the volatility. |

Realized volitility according to the Heston model when the correct kappa, theta, and gamma values are used

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