calculate 2-Gaussian parameters

3 Oct 2013
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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 !

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on 3 Oct 2013

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