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Heston Nandi option pricing with Maximum Likelihood Estimation

Joined
11/5/11
Messages
4
Points
11
Hi everyone, i have a problem.

I have to use heston and nandi option pricing model. I have VBA code for this model but i don't have the code of MLE method to estimate the parameters (alpha, Beta, omega, gamma). Is there someone could help me? thank u...
 
Thanks eugene but i try to search in google but i don't find anything. I'm looking for some file .xls or matlab... thanks
 
Er... if you click Eugene's link, there are plenty of results that appear to be promising, and written in matlab?
 
I looked at that thread but there isn't my solution. I need MLE code to estimate alpha beta gamma & omega from a time series of returns... Only the MLE code (.xls or matlab) not the Heston-Nandi model...:(
 
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