Implied RNDs Dissertation Code

Version 1.0.0.0 (25.3 KB) by Colm Kelly
Code to compare two implied volatility techniques
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Updated 7 Sep 2017

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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 .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
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Version Published Release Notes
1.0.0.0