Bates 2000 option calibratio

Closed Posted Feb 21, 2014 Paid on delivery

$8-15 USD / hour

Closed

Hi,

I am looking for someone to calibrate the Bates 2000 model, or any other Stochastic Volatility and Stochastic jumps model, to my market data, report the internal parameters, the Square Errors and the Volatility.

Algorithm Finance Mathematics Matlab and Mathematica Statistics

Project ID: #5468549

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1 proposal Remote project Active Mar 30, 2014

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freelanmohan7's Profile Picture
freelanmohan7

Hi, Expert in nonlinear optimization here. Please provide me the details of your model and the market data. I can write the code to estimate the internal parameters of the model for your market data. Thanks, Mohan

$15 USD / hour
(11 Reviews)
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