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by pablogarciaj
June 20th, 2012, 1:58 pm
Forum: Student Forum
Topic: Local Vol, Dupire and Fx market - please help:)
Replies: 7
Views: 68959

Local Vol, Dupire and Fx market - please help:)

<t>Hello all. I'm sorry to have joined so late into the conversation, I hope is not too late. Right now I'm implementing the model in matlab, its pretty similar to the one post upside, except for some differences in the numerical approximations of the derivatives. The fact is that with the current d...