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Option_VolatilitySurface
- 实时显示上交所50ETF隐含波动率曲面。(Display implied volatility surface of 50ETF in Shanghai Stock Exchange.)
Volatility surface
- 波动率曲面的matlab算法实现,只需输入参数即可完成波动率曲面的制作。
VolSurface
- 波动率曲面matlab实现,可应用于期权市场上的任意期权。(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.)