-
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
-
imgsteg
source code imagestegnography
- 2010-03-09 21:41:46下载
- 积分:1
-
5
说明: Canny算子
Canny 算子是一种比较新的边缘检测算子,具有很好的边缘检测性能,得到了越来越广泛的应用。(Canny operator Canny operator is a relatively new edge detection operator, has good edge detection performance has been more widely used.)
- 2013-04-12 16:49:05下载
- 积分:1
-
WaveletHomofilter
matlab代码,小波分析后做同态滤波处理,比一般的同态滤波效果更佳,兼容彩图灰度图,可直接运行(matlab code, after wavelet analyzing we do homofilter, performs better than general homofilter, compatible with grayscale/color image, run directly)
- 2020-12-03 16:19:25下载
- 积分:1
-
oqpsk1001
软判决在OQPSK解调中实现对信号纠错的分析与纠错的(Soft-decision in the OQPSK demodulator to achieve error correction signal analysis and error correction)
- 2008-12-17 20:35:11下载
- 积分:1
-
simulink
讲述了SIMULINK仿真的基础知识。ppt版本。(SIMULINK simulation about the basics. ppt version.)
- 2011-05-27 15:49:18下载
- 积分:1
-
1
说明: mATLAB CODE FOR gAUSSIAN KERNEL
- 2011-08-10 17:22:26下载
- 积分:1
-
wenjian
STP问题求解采用优化算法,Matlab实现(STP optimize algorithm)
- 2011-08-18 14:38:31下载
- 积分:1
-
cascadicmultigridfornonlinearproblem
用于求解半线性椭圆问题的瀑布型多网格算法,可以求解到很高的精度,(Used to solve semi-linear elliptic problem Falls Multi-grid method, you can solve to a high precision,)
- 2010-03-07 21:31:18下载
- 积分:1
-
matlab-jianmoziliao
说明: matlab 建模资料,学习matlab的朋友可以借鉴一下(matlab modeling data, learning matlab friends can learn about)
- 2011-03-17 20:34:24下载
- 积分:1