Bates 2000 option calibratio - repost

Avg Bid (USD)
Project Budget (USD)
$8 - $15 / hr

Project Description:

I am looking for someone to calibrate the Bates 2000 model, or any other Stochastic Volatility and Stochastic jumps model, to my market data, report the internal parameters, the Square Errors and the Volatility.

Hours of work: Unspecified Project Duration: < 1 week Skills required:
Algorithm, Finance, Mathematics, Matlab & Mathematica, Statistics
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Hire MCZTufcFFkuM
$12 / hr
Hours: 3 hr/ week