These search results from support.sas.com may help you narrow your question or even present the answer. ... View more

As you are new to SAS there are two issues. 1/ What do you have available of the SAS tools and what are you skills with that.  2/ Translation of your question/issue Stochastic volatility to using SAS That is a lot of financial math behind: Heston model - Wikipedia, the free encyclopedia As it is time-series possible SAS/ETS will have something for that SAS/ETS(R) 13.1 User's Guide ... View more