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by MrPower
December 12th, 2001, 1:12 pm
Forum: Programming and Software Forum
Topic: Calibrating Parameters with EViews 4.0
Replies: 0
Views: 192832

Calibrating Parameters with EViews 4.0

<t>Hello,I don´t know how to calibrate my model parameters with Eviews. E.g. I want to calibrate the Black-Scholes price & and mean reversion model. dS=µ*S*dt+sigma*S*dZ where dZ is the Brownian motion. How can I calibrate the parameters and how do I implement the brownian motion?thank you for y...