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Calibration with lsqnonlin
Hi I need to calibrate some parameters by minimizing the following equation: AP= sqrt(sum from i=1 to n w_i (P_i model - P_...
15 years 前 | 0 个回答 | 0
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Help to solve n equations with two unknowns
Hi.. I have n equations of the put-call parity: C=P+PV*F-K*PV, where I have vectors for C, P and K, meaning that I would like...
15 years 前 | 2 个回答 | 0
