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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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psattoolbox
power system tool box
- 2010-03-04 15:22:27下载
- 积分:1
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iris
matlab code iris data
- 2012-04-05 15:55:20下载
- 积分:1
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2
很详尽的基于matlab开发的PID程序源代码及讲解的电子书,主要讲解常用的PID系统(In great detail the development of PID based on the matlab source code and explain the e-books, mainly on the commonly used PID system)
- 2008-04-23 10:43:53下载
- 积分:1
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cics
企业信息交流系统(CICS)为企事业提供最新的资讯(Enterprise information exchange system (CICS) for the enterprises and institutions to provide the latest information)
- 2009-06-09 06:08:34下载
- 积分:1
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rayleighbenard
Rayleigh Benard 对流耦合程序,基于格子玻尔兹曼理论,采用Boussinesq 近似边界(Rayleigh Benard Convection, using a LB method, Boussinesq approximation is used for the buoyancy term)
- 2012-09-02 16:33:29下载
- 积分:1
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simulink-QPSK-bpsk
matlab 中最方便的工具,simulink,本资料中搭建了BPSK,QPSK的simulink.(MATLAB SIMULINK)
- 2012-05-12 12:52:17下载
- 积分:1
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RVM
预测分类,针对目标样本进行训练比对,预测有可能发生的情况(Predictive classification, target training samples compared to predicted situation may occur)
- 2013-12-17 21:01:12下载
- 积分:1
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lbfgs
This submission contains an interface to a LBFGS-code for unconstrained minimization problems of the form
min_{x} f(x) + c*| ilde{x}|,
where x are the parameters, f is a scalar valued real function, c is a positive scalar (default value=0), |.| denotes the 1-norm, and ilde{x} is some subset of the parameters x.
- 2011-12-24 15:17:00下载
- 积分:1
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mLknnMATLAB
本代码主要用了多标签K近邻方法(MLKNN)实现对多标签数据进行分类(This code mainly spent more than a label K-nearest neighbor method (MLKNN) to achieve the multi-label data classification)
- 2021-03-11 10:09:26下载
- 积分:1