Hi LordR,Thanks for the advice. Actually I spot the error. -Vijay

<t>Hi all,I'm newbie and trying to price an option using FFT as described in Carr Madan paper (1999) (Option Pricing with FFT , The Carr Madan paper ) I was following few sample codes and they have different implementations. I'm using the Variance Gamma Model. The sample 1 (Link to Source) (Characte...

<t>hi, I think u can help me out. I posted a qustion on the Numrical Method forum but got no luck. I'm following the carr Madan paper and having a issue with implementing variance gamma model with Matlab. Could you spare me a minute and have look at my code and point out what I'm doing wrong. Many T...

Hi ,I was wondering whether I posted my question on the wrong place. Do aplogise if I have and for wasting ur time.Thank you.-Vijay

<t>Hi all,I'm newbie and trying to price an option using FFT as described in Carr Madan paper (1999) (Option Pricing with FFT , The Carr Madan paper ) I was following few sample codes and they have different implementations. I'm using the Variance Gamma Model. The sample 1 (Link to Source) (Characte...