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In this case, I think you should add some experiments without disease conditions also.

I tried to apply this year but can't make a good TOEFL on time. So, I postpone my application to next year and hope I can make it!. Hope all people here are admitted!!!!

As t -> T, Delta of ITM option close to 1 (Call), -1 (Put). So, higher volatility as you observe.

I think your code should be as follow. clf load TRB.txt % Load Data X = TRB(1:T,1)/100; T = rows(TRB); N = 2087; Delta = 1/T; % simulation du processus de CIR-SR alpha1 = -4.0224; alpha2 = 0.08893; alpha3 = -0.0608; alpha4 = 7.1945; for i = 1:T mu = (alpha1 +alpha2*X(i) + alpha3*(X(i)^2) +...

I was a member since 2010. I found this pages as I try to find information about MFE. After that day, I visit this page everyday, read how things went in quant world. I hold a B.Degree in Mechanical engineering and M.Sc in Finance, both in Thailand, and plan to take MFE next year.

REAL interesting

Thx Andy.

Preparing for MFE