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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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deploymentprofile
多机器人队形初始化,使用11个机器人最终编队形成一个圆形(Multi-robot formation initialization)
- 2013-08-26 11:09:59下载
- 积分:1
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Recursive_Likelyhood_Estimate
用matlab编写的递推的极大似然辨识程序(err)
- 2007-12-28 17:40:57下载
- 积分:1
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butterworthlpdf
巴特沃斯數字低通濾波器。採樣率8000HZ,fp=2100hz,fs=2500hz,Rp=3db,Rs=25db.(butterworth LPF)
- 2009-12-03 20:12:48下载
- 积分:1
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correlation_analysis
说明: 讲述信号处理中互相关技术的使用原理,并以超声波为例子,来说明其实用性。(About the cross-correlation signal processing techniques in the use of principles, and to ultrasound as an example to illustrate its practicability.)
- 2010-04-12 07:08:58下载
- 积分:1
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Ztransform1
常用的z变换程序-,matlab,matlab例程
/matlab (common z transformation process-, Matlab and Matlab routines/Matlab)
- 2007-02-04 11:18:35下载
- 积分:1
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mallat
mallat快速算法实验报告 及实现算法(mallat fast algorithm and the algorithm reports experiment)
- 2011-11-05 16:48:39下载
- 积分:1
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CN
说明: matlab代码,CN 算法求解非线性薛定谔方程,并且衍射积分(matlab code, CN algorithm for solving nonlinear Schrodinger equation, and the diffraction integral)
- 2014-02-14 05:21:37下载
- 积分:1
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dianhuaben
能够输入至多50个电话号码,输入用户姓名,可以查找到相应的电话号码(Be able to enter up to 50 phone numbers, enter the user name, you can find the appropriate telephone number)
- 2010-01-14 08:10:17下载
- 积分:1
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VideoSudokuSolver
应用matlab的图像处理工具,使用摄像头实时解密数独的程序(The video sudoku solver)
- 2013-11-22 17:20:05下载
- 积分:1