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I need to fit a function to the data on the dividend yield and risk free rate. Then I'll use this function to comput...
Asked 1 year ago
I have written a program that calibrates two parameters from the option prices.
I have simulated 10 option prices f...
I need to compute an integral
so, I need to declare two func...
I have an infintite sum, I write the following code, but it doesn't compute the values.
When I try to use builtin kummerU function, it gives me "Undefined function 'kummerU' for input arguments of type 'double'....
I need to compute an integral inside a function.
To compute an integral I use |int| function, first argument of whi...
I have two fitted functions a(t)and b(t). Both via splines.
I need to compute an integral:
I have a function LSQDiff which takes a vector argument x that consists of two values x(1) and x(2) and returns a vect...
I calibrate a model and use kummer hypergeometric function to calculate the option price.
The problem is that when ...
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