Read pages 5-6 of the link provided. Equation 2.1. Write a matlb code which can compute the threshold parameter R
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I have experience with MATLAB, probabilities and stochastic processes in quantitative finance. I can easily relate my knowledge to the specifics of your project.
Hi there. I'm a final semester Australian mathematics/statistics student with solid MATLAB experience who can complete this for you in a short time. Let me know if you have any questions.