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Coding for jump diffusion models
I would like a help in coding this part as they do simulation for stock price when there is a regime switching jump (RSJD) The...
5 years ago | 0 answers | 0
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answersQuestion
HOW CA I WRITE A OLS CODE FOR THIS FUNCTION?
Using the OLS regression I want to minimize the sum of square residual? How can I do it in matlab P=CD*+error Such as P is a K...
13 years ago | 1 answer | 0
