I am trying to calibrate an option pricing model (nonlinear) with 3 parameters to estimate, but not sure how to do it in Julia. function GKprice(S0, K, r, T, σ, d, Flag = "call") normcdf(x) = cdf(Normal(0, 1), x) d1=(log(S0/K)+(r-d+σ*σ*0.5)*T)/(σ*sqrt(T)) d2=d1-σ*sqrt(T) …

Nonlinear least squares estimate

ChrisRackauckas February 22, 2018, 2:42am 6

Yes. And just throw a function over it so that you send f(p) to send it to the package.

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