Bates 2000 option calibratio - repost

  • Status Closed
  • Budget $8 - $15 USD / hour

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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