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Martin


3 total contributions since 2012

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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...

4 years ago | 0 Answers | 0

0

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How does functions and lsqnonlin work?
I have created a code to calibrate option data to a mean-reverting model. It looks like this: _________________________________...

4 years ago | 0 Answers | 0

0

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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...

4 years ago | 1 Answers | 0

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