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Question
Desperate for help. Calculate VIX option price with Grünblicher & Longstaff (1996)
Please someone help. I have build the below function to price a Call option on the VIX. I have directly replicated the call pric...
meer dan 13 jaar ago | 0 answers | 0
0
answersQuestion
How does functions and lsqnonlin work?
I have created a code to calibrate option data to a mean-reverting model. It looks like this: _________________________________...
meer dan 13 jaar ago | 0 answers | 0
0
answersQuestion
Calibrating VIX option data to model - lsqnonlin problem
Im new to MatLab and in the process of learning it. Currently im trying to calibrate VIX option market data to Mean-reverting vo...
meer dan 13 jaar ago | 1 answer | 0
