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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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AD
基于matlab的语音回波抵消系统仿真设计中A/D转换部分程序(Voice echo cancellation system based on matlab simulation in the design of A/D conversion part of the program
)
- 2013-05-05 12:38:13下载
- 积分:1
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PSO SVM粒子算法优化的支持向量机
说明: 使用PSO优化SVR支持向量机模型的代码,有详细的输出及输出,以及代码说明(Use PSO to optimize SVR support vector machine model code, with detailed output and output, as well as code description)
- 2020-12-27 17:36:49下载
- 积分:1
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06025354
Large Graph Analysis in the GMine System
- 2013-07-09 10:05:27下载
- 积分:1
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LS_ESPRIT
最小均方ESPRIT算法,仿真了随着信噪比的变化RMSE的变化,随着信噪比的增加RMSE减小(Minimum mean square ESPRIT algorithm, and simulated with the change of SNR RMSE of change, with the increase of SNR RMSE decrease)
- 2014-09-15 08:03:25下载
- 积分:1
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time_index1
刀具在线监测故障信号的时域频域时频域特征提取matlab程序 (Tool-line monitoring of fault signals in time domain frequency domain time-frequency domain feature extraction procedures matlab)
- 2009-01-05 10:13:43下载
- 积分:1
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highpassfilter
a matlab .m file describing a function acts as high pass filtr on an image
- 2009-11-09 01:54:58下载
- 积分:1
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char_convert
MATLAB编写的汉字繁体简体转换程序,使用GUI(MATLAB Traditional Chinese Simplified preparation of the conversion process, the use of GUI)
- 2009-04-28 10:16:00下载
- 积分:1
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mm
说明: 对图像形态学膨胀腐蚀运算,可以有效提取边缘。并有很强的抗噪能力。(Morphological dilation and erosion operations on images, you can effectively extract the edge. And have strong anti-noise ability.)
- 2010-12-29 16:57:04下载
- 积分:1
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Normalisation
implimentation sous matlab
- 2010-03-13 23:40:28下载
- 积分:1