calculate 2-Gaussian parameters

1 vue (au cours des 30 derniers jours)
Sigma
Sigma le 3 Oct 2013
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 !

Connectez-vous pour répondre à cette question.

Réponses (0)

Catégories

En savoir plus sur View and Analyze Simulation Results dans Help Center et File Exchange

Tags

Community Treasure Hunt

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

Start Hunting!

Translated by