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Nandi freeware
 

Nandi

Added: August 16, 2013 | Visits: 846

Heston Nandi Option price this function calculates the price of Call option based on the GARCH option pricing formula of Heston and Nandi(2000). The input to the function are: current price of the underlying asset, strike price, unconditional variance of the underlying asset, time to maturity in days, and daily risk free...


Platforms: Matlab

License: Freeware Size: 10 KB Download (53): Heston Nandi Option price Download