Statistical Package for MLE for VG, NIG, or any other stock models.
Is there any statisitical package for Calculating MLE exist?
I am looking for one for my dissertation. I want to validate VG , NIG, for the Credit spread. To calculating the MLE ( or any other Estimator ) is a major task of my dissertation.
Will any exisiting package for these kind of models, other than typical models? Any one can give me a hints??
Other than Probability plot, QQ–plot, and format test for validating a continous distribution?
Any one interested in pricing CDS option, very welcome to leave me a comment :)