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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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calp
用于求解不可压ns方程的动量守恒计算方程的核心部分,采用了二维对称调用的技术。(Ns for solving incompressible equation of momentum conservation equation of the core part of the calculation, using a technique called two-dimensional symmetry.)
- 2011-10-14 08:52:52下载
- 积分:1
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binary_cat_optimization
Binary cat search optimization algorithm
- 2013-11-27 08:59:22下载
- 积分:1
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DCTyuzhi
DCT变换:变换域系数选取采用阈值编码,:阈值越小,图像恢复效果越好,但压缩效果差,一般取在5-10 即可很好的获得恢复图像信息。(DCT transform: transform domain coefficients selected using the threshold coding: the smaller the threshold value, the better the image restoration, but the compression is poor, and generally in the 5-10 to get a good recovery image information.)
- 2013-12-26 21:13:41下载
- 积分:1
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PCA
PCA与不用PCA进行人脸识别的比较,请先安装sltoolbox,人脸数据库采用orl(PCA and PCA for face recognition do not have the comparison, please install sltoolbox, face database used orl)
- 2009-06-06 15:24:19下载
- 积分:1
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a
说明: 数字图像融合的程序,包括加权平均.HIS和和PCA等算法(Digital image fusion procedures, including the weighted average. HIS and other algorithms and PCA)
- 2011-04-01 16:28:07下载
- 积分:1
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Final
file that simulate classify sound heart and be useful for reduce mmse
- 2014-09-11 00:37:28下载
- 积分:1
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MATLAB_Demystified
MATLAB_Demystified
matlab揭秘(MATLAB_Demystified)
- 2009-10-14 19:35:55下载
- 积分:1
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Face
Face Recognition using wavelet transform in matlab
- 2010-12-02 13:08:50下载
- 积分:1
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gaijinpsobp
基于改进粒子群算法的BP神经网络及其应用 里面很好的介绍了粒子群的优化效果(Particle swarm optimization based on improved BP neural network and its application within a very good introduction to the effects of particle swarm optimization)
- 2010-12-14 15:53:26下载
- 积分:1