Robuta

https://fr.mathworks.com/help/fininst/optbybatesfft.html optByBatesFFT - Option price by Bates model using FFT and FRFT - MATLAB This MATLAB function computes vanilla European option price by Bates model, using Carr-Madan FFT and Chourdakis FRFT methods. optionpricebates https://jp.mathworks.com/help/fininst/optbybatesfft.html optByBatesFFT - Option price by Bates model using FFT and FRFT - MATLAB This MATLAB function computes vanilla European option price by Bates model, using Carr-Madan FFT and Chourdakis FRFT methods. optionpricebates