Description: The function VolSurface.m will then:
- compute and output the Black-Scholes implied volatility (this will be a matrix).
- get and plot the corresponding volatility surface using a kernel (Gaussian) density estimation.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| VolSurface.m | 4393 | 2019-04-21 |
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