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Generate correlated random variables from standard normal distribution
Hi everyone, I would appreciate any opinion about if the following codes are correct in order to create 2 paths for asset price...
6 years 前 | 0 个回答 | 0
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Trinomial option pricing in the maximum of two stocks
function [price] = TwoStatesAmericanCallTrinKamradRitchken(strike,S01,S02,irate,TTM,sigma1,sigma2,rho,lamda,N) % N: how much eq...
6 years 前 | 1 个回答 | 0
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Failure in initial objective function evaluation. LSQNONLIN cannot continue.
I'm building a script to generate a non-linear least squares estimation, after enterring my data. I build the follwing code: fu...
6 years 前 | 1 个回答 | 0
