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københavner

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25 May 2012 Heston Model Calibration and Simulation Calibrated the Heston Model to market Option prices Author: Moeti Ncube

Hey every one I am trying to run this code as it is but I get the message " Undefined function 'lsqnonlin' for input arguments of type'function_handle'.
Error in hestoncalibrationexample (line 36)
x = lsqnonlin(@costf2,x0,lb,ub);

Any body can help me with this problem?
thanks in advance

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