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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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SVM
改进后的支持向量机回归代码,需要安装LIBSVM-farutoUltimateVersion工具包。去I love matlab论坛直接搜索下载。附代码说明(Improved support vector machine regression code, you need to install LIBSVM-farutoUltimateVersion toolkit. I love matlab forum to search directly download. With Code Description)
- 2013-05-22 17:07:34下载
- 积分:1
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nosGUI
matlab 经典GUI例子的源码 可以帮助你更好学校GUI(matlab classic example of the GUI source code can help you to better schools GUI)
- 2008-06-13 16:46:09下载
- 积分:1
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ER
说明: ER: is the code for the Error Ratio metric performance for multi-objective optimization problems: ERtest is the code for no threshold value, whuile ERtest2 code with a thresho d value defined by the user
- 2011-04-04 03:50:57下载
- 积分:1
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Matlab_Polygons_intersection
多边形网格相交区域搜索,MATLAB源程序,含有若干示例(Polygon mesh intersection area search, MATLAB source, contains a number of examples)
- 2013-11-11 09:56:41下载
- 积分:1
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VeryGoodMMG
matlab编写的一个关于船舶MMG数学模型的代码.(the code is writed by mmg math model...)
- 2021-02-04 12:19:58下载
- 积分:1
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FSK
压缩包内源码的主要用途是:FSK调试方式的matlab实现(The main purpose of this source is the matlab implementation of FSK debug mode )
- 2012-05-26 15:53:06下载
- 积分:1
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test_max_log_map
TURBO译码性能AWGN信道测试(无菜单)(TURBO AWGN channel decoding performance test (no menu))
- 2010-08-05 21:53:18下载
- 积分:1
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for-read-GprMax3d-data
可以读取GprMax探底雷达正演模拟的3d模型的数据的两个个matlab的M函数(3d model data can read GprMax bottom radar forward modeling function of Matlab M-)
- 2013-04-07 21:02:02下载
- 积分:1
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Chapter8
信道容量和编码。介绍了二进制对称信道和加性高斯白噪声信道。(Channel capacity and coding. Describes the binary symmetric channel and additive white Gaussian noise channel.)
- 2013-10-11 15:04:52下载
- 积分:1