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Pricing Outperformance Options with Monte-Carlo simulation
Hi everyone, I'm trying to find the price of an outperformance option with maturity T = 1 (year). C(S1(T),S2(T)) = max(aS1(T...
mehr als 4 Jahre vor | 0 Antworten | 0
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Mincer-Zarnowski regression of different Garch models
I am trying to find out how I can use a Mincer-Zarnowitz regression to compare the validity of three different specifications of...
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AntwortenError using barrier - fmincon - Objective function is undefined at initial point. Fmincon cannot continue.
@Walter Roberson You are absolutely right, but this is what gets me stumped. Basically I have the same data set for the model ...
fast 5 Jahre vor | 0
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Error using barrier - fmincon - Objective function is undefined at initial point. Fmincon cannot continue.
Hi there, I've been implementing a MLE of a garch process to obtain the real values of the parameters in the model. All works ...
fast 5 Jahre vor | 1 Antwort | 0
