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Bates 2000 option calibratio

This project received 1 bids from talented freelancers with an average bid price of $15 USD / hour.

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Project Budget
$8 - $15 USD / hour
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1
Project Description

Hi,

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.

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