Jul
30
Calibration of a binomial tree to the volatility surface
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How to calibrate a binomial tree to the volatility surface implied from market option prices. Code in Matlab.
http://theponytail.net/CCFEA/
wiki(Volatility smile)
Unclear about this post? Asking questions and receiving answers.
http://theponytail.net/CCFEA/
wiki(Volatility smile)
Unclear about this post? Asking questions and receiving answers.
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