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I have just finished implementing the Bates model for pricing European call options.

To check results, I have been looking for a validation set where I could see the Bates parameter values and their associated call prices. However, I have not been able to obtain this information online.

Could anyone point me to any paper or reference where parameter values and call prices for the Bates model are given?

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Look at Gilli & Schumann's paper.

They provide a Bates' model estimates set, the way to improve such estimates calibrating those ones using an Heuristic model and, lastly, the relative codes in matlab, in order to be able to replicate the model.

Unfortunately, there are not available the relative call prices estimated time series; I think that noone will post it for free. Anyway, although I did not try personally, I think you can compute those by using their codes too.

The same methodology is used for the Heston's model.

In the end, by commenting the result they got, they compared all three models analyzed and provided a conclusion about the analysis.

Hope this may help you.

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