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Stochastic Volatility Calibration
Hey there, I need to implement model-free implied volatility of Jones and Neuberger (2000) for my paper. As a newbie at Matlab programming, i have little ideas on how to deal with my data. Help would be very appreciated if someone could give me some tips. Even more appreciated if someone share with the code. Kind regards, ada
Stochastic Volatility Calibration
can you share me with the article?thks