calculate 2-Gaussian parameters

Hi to all !! I ask you a big help....I must calculate the Hull-White parameters (sigma1, sigma2, lambda, a, b) from the Two-Factor Gaussian model... someone can tell me how to do it in Matlab? Do you have a code or something of similar? Thank you...it's urgent !

Antworten (0)

Kategorien

Mehr zu MATLAB finden Sie in Hilfe-Center und File Exchange

Gefragt:

am 3 Okt. 2013

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by