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nimalinmoodley
This document covers various aspects the Heston model. The structure
and topics covered is as follows:
Chapter 1 introduces the model and provides theoretical and graphical
motivation for its robustness and hence popularity. It also discusses
pricing using the Partial Differential Equation and Equivalent Martingale
Measure techniques
Chapter 2 discusses how the different components of the model can be
evaluated computationally and how this can be achieved with different
methods. These methods are then compared to each other.
Chapter 3 addresses the calibration problem. Different methods are
presented as well as practical implementation, results thereof, and comparisons.
All the MATLAB code required to implement the model is provided in
the appendix
- 2009-06-10 05:15:08下载
- 积分:1
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Resource_Allocation_for_OFDM
Resource Allocation for OFDM Broadcast Channels Allowing User-Wise Coding
- 2013-11-28 22:29:05下载
- 积分:1
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MU-OFDM_release
文中包含了完整的OFDM源代码程序,使用matlab编写,对做OFDM的人员有绝对好处。(text contains a complete OFDM source code, the use of Matlab preparation, OFDM right staff to do the absolute advantage.)
- 2007-04-02 07:24:38下载
- 积分:1
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Location_thresholdMatlab
运用Matlab,对一些对比度较差的图片进行目标物提取时使用的阈值方法,其中,其运用的是动态阈值的方法(非全局阈值)(Using Matlab, for some poor contrast image target extraction using threshold method, among them, the use of a dynamic threshold method (not a global threshold value))
- 2014-12-29 13:10:49下载
- 积分:1
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zhouqi_zhijie
用直接周期图法,分别对有噪声和无噪声的信号进行谱估计。(Direct cycle diagram, respectively noise and noise-free signal spectrum estimation.)
- 2015-01-07 12:43:11下载
- 积分:1
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Matlab_VC
介绍了matlab与vc的接口编程,并引入了常见问题解决。(Introduces MATLAB and VC programming interface, and introduces common problems)
- 2012-05-07 13:43:12下载
- 积分:1
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simple_SAR_sim.m
a function to perform a simple 1D SAR simulation
- 2014-11-18 03:35:13下载
- 积分:1
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Linear regression
使用线性模型对数据进行多项式拟合和正弦拟合(Polynomial and Sinusoidal Fitting of Data Using Linear Model)
- 2019-03-07 09:24:33下载
- 积分:1
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HighMaPro_matlab_answer
针对《高等应用数学问题的MATLAB 求解》一书的习题解答,包括微积分问题的计算机求解、线性代数问题的计算机求解、积分变换与复变函数问题的计算机求解等内容。(For )
- 2007-09-29 10:49:52下载
- 积分:1
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Eval_Functions
code for matlab evaluation
- 2011-10-27 16:41:45下载
- 积分:1