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Violeta Oikonomou


Active since 2019

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Generate correlated random variables from standard normal distribution
Hi everyone, I would appreciate any opinion about if the following codes are correct in order to create 2 paths for asset price...

4 years ago | 0 answers | 0

0

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Question


Trinomial option pricing in the maximum of two stocks
function [price] = TwoStatesAmericanCallTrinKamradRitchken(strike,S01,S02,irate,TTM,sigma1,sigma2,rho,lamda,N) % N: how much eq...

4 years ago | 1 answer | 0

1

answer

Question


Failure in initial objective function evaluation. LSQNONLIN cannot continue.
I'm building a script to generate a non-linear least squares estimation, after enterring my data. I build the follwing code: fu...

4 years ago | 1 answer | 0

1

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