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Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS or R or Matlab please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other suitable model but have no idea how to do this in SAS/ R/Matlab. Any help, any codes, any tips, any warnings are all welcome. I am using FTSE data at the moment. Thank you in advance.

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Software or volatility models? Am using SAS now, can calculate simple volatility and volatility in time series. How can I calculate Stochastic Volatility parameters? What is the process for Stochastic Volatility models (for FTSE data)? – user7985 May 5 '14 at 20:00
    
Have you tried this and what went wrong? – Bob Jansen May 5 '14 at 20:53

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