.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_ch9\ch9_HestonCompare.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_ch9_ch9_HestonCompare.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_ch9_ch9_HestonCompare.py:


====================================================================================================
9.10 Heston Process - Path comparison
====================================================================================================
We reproduce here the figure 9.12 of the book.
We show a comparison of generated paths with a generative method, diff log map and Heston process.
Utilitary functions can be found next to this file.

.. GENERATED FROM PYTHON SOURCE LINES 11-13

Necessary Imports
------------------------

.. GENERATED FROM PYTHON SOURCE LINES 13-30

.. code-block:: Python


    import os 
    import sys 

    from matplotlib import pyplot as plt

    try:
        CURRENT_DIR = os.path.dirname(os.path.abspath(__file__))
    except NameError:
        CURRENT_DIR = os.getcwd()
    data_path = os.path.join(CURRENT_DIR, "data")
    PARENT_DIR = os.path.abspath(os.path.join(CURRENT_DIR, ".."))
    sys.path.insert(0, PARENT_DIR)

    from utils.ch9.heston import *

    fig_compare_trajectories_Heston()
    plt.show()


.. image-sg:: /auto_ch9/images/sphx_glr_ch9_HestonCompare_001.png
   :alt: Heston generator, Heston Diff Log map, Heston Cond map
   :srcset: /auto_ch9/images/sphx_glr_ch9_HestonCompare_001.png
   :class: sphx-glr-single-img






.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 10.268 seconds)


.. _sphx_glr_download_auto_ch9_ch9_HestonCompare.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: ch9_HestonCompare.ipynb <ch9_HestonCompare.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: ch9_HestonCompare.py <ch9_HestonCompare.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: ch9_HestonCompare.zip <ch9_HestonCompare.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_