calculate 2-Gaussian parameters

Hi to all !! I ask you a big help....I must calculate the Hull-White parameters (sigma1, sigma2, lambda, a, b) from the Two-Factor Gaussian model... someone can tell me how to do it in Matlab? Do you have a code or something of similar? Thank you...it's urgent !

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카테고리

도움말 센터 및 File Exchange에서 Modeling에 대해 자세히 알아보기

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2013년 10월 3일

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