Im new to MatLab and in the process of learning it. Currently im trying to calibrate VIX option market data to Mean-reverting vo...
Asked 3 years ago
Please someone help. I have build the below function to price a Call option on the VIX. I have directly replicated the call pric...
Asked 2 years ago
I have created a code to calibrate option data to a mean-reverting model. It looks like this:
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