Hey every one I am trying to run this code as it is but I get the message " Undefined function 'lsqnonlin' for input arguments of type'function_handle'.
Error in hestoncalibrationexample (line 36)
x = lsqnonlin(@costf2,x0,lb,ub);
Any body can help me with this problem?
thanks in advance
Hey every one I am trying to run this code as it is but I get the message " Undefined function 'lsqnonlin' for input arguments of type'function_handle'.
Error in hestoncalibrationexample (line 36)
x = lsqnonlin(@costf2,x0,lb,ub);
Any body can help me with this problem?
thanks in advance
Dear Moeti Ncube
Thanks for your code, it does help me a lot!
But I have a question for results.
In general, the simulated price should be very close to the Heston model price, right?
But why it seem that there is a gap between "simhes" and "modhes"?
Sorry, I made a mistake.
I mean your HestonCall.m doesn't work correctly when parameters such as St,K,r,T,vt,kap,th,sig,rho,lda are vectors instead of scalars.
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