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Thorbjørn Kristiansen


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Question


Why does my binomial distribution not sum to one?
function [res]=Pbar_ho(phi,X0,sigma,X,r,t,o,x,l,N) %o is number of jumps %x is the conditioned diffusion correlation ...

8 years ago | 1 answer | 0

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Why does my nonlinear constraint return "not enough input arguments"?
TranchesVIL takes a 1x4 input, fun3 takes a 1x3 input. par0 is 1x3. fun3=@(X)sum(sum((TranchesVIL(phi,X0,sigma,[alpha,X...

8 years ago | 1 answer | 0

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Question


Problem with fmincon: nonlcon
fmincon runs fine without the non-linear constraint given by the function: function [c,ceq] = DiagCAW11_constraints(theta,R...

9 years ago | 1 answer | 0

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