How can I get Levy SV market model matlab code?

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G M Fahad Bin Mostafa el 18 de Feb. de 2019

Cerrada: MATLAB Answer Bot el 20 de Ag. de 2021

Hi,

I would like to request you to get the code of Brandroff Nielsen Shepherd OU gamma clibration market model. I want to fit it with S&P500 market data.

Do you have any matlab code of it?

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