Quoting shwaip
can you post the entirety of your code (along with the known values)?
put it inside
tags, please.
Hi sorry for the late reply. Have been breaking my head over this matlab code.
I will rephrase my request....
I have the following function:
L(sigma,alpha,Ve)= f(Ve,r,T,X,alpha,sigma,Ve,mu)
The entire function is here:
http://picasaweb.google.co.uk/satishtn/MatlabHelp
I need to get the maximum value of sigma, alpha and Ve for
the inputted values of other variables. I am thinking of
using Nelder-Mead model as per the following matlab code:
http://www4.ncsu.edu/~ctk/darts/nelder.m
Since I am a beginner, I find this too complex. I
understand I need to model my function above in the Melder-
mead model and voila! I should get the required values
after iteration. But, I just dont know how to do it.
I would be grateful for any guidance/ alternative
suggestions. I need to get the data set done for my
dissertation in finance.
Thanks in advance
cheers
dB