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Stochastic Volatility

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New Contributor
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Stochastic Volatility

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

SAS Employee
Posts: 224

Re: Stochastic Volatility

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

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