0
$\begingroup$

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.

Seer

$\endgroup$
  • $\begingroup$ 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)? $\endgroup$ – user7985 May 5 '14 at 20:00
  • $\begingroup$ Have you tried this and what went wrong? $\endgroup$ – Bob Jansen May 5 '14 at 20:53

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.