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Hi guys I came back! after a year of absence...I found in R a package named fOptions and there u can estimate the HN model and also u can price the options with the same parameters estimated....

hi can i talk to u just for a while? I need help for my thesis

hi can i talk to u just for a while? I need help for my thesis

Here there is the model I want to estimate thanks a lot

I found this routine for matlab but my problem is another.....I dont know how estimate a NGARCH for the volatility and the lambda risk premium in the equation for the log returns..If u have idea of how to do this let me know

Thanks a lot ..I am not practical with VBA language ..I use matlab it is difficult to translate the code? in matlab code?

Thanks a lot but I didn t find what I need...I have to estimate a NGARCH model with matlab and after use the parameter in HN model

Here there is the workpaper ......I am looking for some help about implementation of the model in matlab.Thanks a lot

hello guys, I am an italian student and I am looking for an help abouth the implementation of the Heston and Nandi model about option pricing. the paper is of the 2000 and it is about a NGARCH model used for estimate the volatility of the underlying asset and after there is a closed formula....I...

hi i am new here and I need help for my thesis are u an expert of option pricing ?