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Code implements the Heston model to compare two implied volatility smoothing algorithms
Cite As
Colm Kelly (2026). Implied RNDs Dissertation Code (https://www.mathworks.com/matlabcentral/fileexchange/64356-implied-rnds-dissertation-code), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (25.3 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
