Why is adding more and more factors to the pricing models not the best idea?

Can you interpret the Heston model parameters and their impact on the volatility surface?

What is weak and strong convergence in Monte Carlo pricing?

What are the benefits of FFT compared to a “brute force” integration?

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How does Ito’s table look like if we include the Poisson jump process?

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Is the Heston model with time-dependent parameters affine?

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Why do we need Monte Carlo if we have FFT methods for pricing?

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What is pathwise sensitivity?

What is the impact of jumps on implied volatility?