<t>Hi all,It's been a while since my first post. I Added a Heston Calibration function/Toolkit to the main repository. This is the info from the readme file:HESTONCALIBRATION - Calibrate the Heston model parameters on an asset and its market options (by using the well known Carr-Madan / FFT / Charac...

<t>Hi all,I have recently started a small Matlab based financial engineering project and added it to GitHub. I intend on contributing minor subpackages and functionality to the project periodically. Once the codebase grows a bit larger, the project can hopefully serve the community as a useful open ...

<t>I am currently implementing the analytical formulas for the prices and greeks of single barrier options in Matlab, as reported in "Ensuring Efficient Hedging of Barrier Options" on pages 13-17.However, I am encountering a problem in some of the scenario's regarding the option prices. To demonstra...