Recent content by sahnoune

  1. Pricing errors under Duan option pricing model using MC simulation

    More generally, is there someone who masters GARCH option pricing models to help me in the empirical part ? Thanks
  2. Pricing errors under Duan option pricing model using MC simulation

    Hello, I have to compare between Duan's option pricing model (among others) and the market prices. I have to estimate the GARCH parameters from the past returns and then use Monte Carlo simulation to obtain one option price, I guess I can't compare using only one price, but by using RMSE (for...
  3. Hello, I wanna write the code of NGARCH, can you help me ?

    Hello, I wanna write the code of NGARCH, can you help me ?
  4. Thank you :)

    Thank you :)
  5. Master list of free financial data

    Sorry for my unclearness (and for my english), I need a time serie about spx call and spx put option
  6. Master list of free financial data

    I need several years of daily observations, at the CMEgroup I found only the today's price
  7. Master list of free financial data

    Thanks for your reply, I'm looking for any option about sp500 or any other index, I tried google & yahoo finance in vain :s
  8. Master list of free financial data

    Hello, I'm trying to get an option and its underlaying asset hitorical prices data, I tried the links above but without success, so please help me !! Cordially
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