フィルターのクリア
フィルターのクリア

Coding for jump diffusion models

5 ビュー (過去 30 日間)
Ashwaq
Ashwaq 2020 年 9 月 17 日
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" Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options' Paper by Ramponi 2012 have this to get sample path of RSJD
but I do not have any programming experience could anyone help me or guide me ?

サインインしてこの質問に回答する。

回答 (0 件)

カテゴリ

Help Center および File Exchange で Financial Toolbox についてさらに検索

タグ

Community Treasure Hunt

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

Start Hunting!

Translated by