Nokia Call Option pricing in Stochastic interest rates [Matlab]

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Category: Matlab	View Full Details
Nokia Call Option pricing in Stochastic interest rates
Submitter: vanna	Date: 2007/3/9

Description: Appendix contains 10 matlab files for MLE estimation in Vasicek,CIR and other models to calc. call option price using monte carlo simulation 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
806 0 bytes Matlab http://www-scf.usc.edu/~mashayek/
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