Characteristic Function and Regime Switching Models [Matlab]

Category: Matlab	View Full Details
Characteristic Function and Regime Switching Models
Submitter: vanna	Date: 2006/12/4

Description: Matlab code on the FFT computation of probability densities Matlab code on the c.f. of the variance-gamma model Matlab code on the FFT computation of option prices Matlab code on regime switching ML estimation Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
2185 0 bytes Matlab http://www.theponytail.net/
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