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2008 Feb 07
2
where do I find stochastic volatilities models in R or Matlab?
...in the following discussion? https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000501.html -------------- I am wondering what is the current status of estimating stochastic vol models and what's the latest development -- which technique is currently the best method, Bayesian methods or the simualation based methods, or others? Thanks a lot!