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Seer_Hassa
Calcite | Level 5 Seer_Hassa
Calcite | Level 5

Stochastic Volatility

Posted 05-04-2014 09:47 AM (1261 views)

Hi

Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other suitable model but have no idea how to do this in SAS. Any help, any codes, any tips, any warnings are all welcome. I am using FTSE data at the moment. Thank you in advance.

Seer

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reneeharper
SAS Employee reneeharper
SAS Employee

Re: Stochastic Volatility

Posted 05-08-2014 10:28 AM (721 views)  |   In reply to Seer_Hassa

These search results from support.sas.com may help you narrow your question or even present the answer.

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