-
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
-
qpsk
本程序实现QPSK信号,通过瑞利信道后的各部分星座图(The program QPSK signal, Rayleigh channel through each part of the constellation after)
- 2021-04-28 20:18:43下载
- 积分:1
-
fem
杆件有限元程序,非常适合初学者学习matlab,也可以深刻了解有限元的计算过程(Rod finite element program, it is suitable for beginners to learn matlab, but also a profound understanding of the finite element calculation process)
- 2017-05-07 09:23:04下载
- 积分:1
-
get_geom_jxf
迹线法计算轮轨几何关系程序,用于轨道车辆动力学计算,非常实用!(Trace method to calculate the relationship between wheel and rail geometry procedures, for the track vehicle dynamics calculation, very useful!)
- 2007-08-09 17:40:21下载
- 积分:1
-
rdetools-0.1
relevant dimensionality estimate toolbox(relevant dimensionality estimate)
- 2009-02-07 14:14:33下载
- 积分:1
-
slmpts
ofdm系统中降低峰均比的两中基本算法:SLM算法和PTS算法。(ofdm systems reduce the PAPR of the two algorithms: SLM algorithm and the PTS algorithm.)
- 2010-07-11 10:29:30下载
- 积分:1
-
correlation
采用互相关法计算相位差程序。用小波对信号进行消噪,再用互相关法检测两个信号的相位差。(Using correlation method to calculate the interval phase of two signals. Wavelet method is used for signal denoising, and then the interval phase of two signals is detected by correlation method.)
- 2012-05-21 13:41:04下载
- 积分:1
-
WeatherCalMac
weather cal application for mac
- 2011-11-29 21:25:30下载
- 积分:1
-
matlab-data-to-txt
matlab中将数据输出保存为txt格式文件的几种方法.(matlab will save the data output to txt format files in several ways.)
- 2012-10-27 11:18:42下载
- 积分:1
-
RS_CT2
对CT2数据业务中采用的RS编码进行仿真,信道选取BSC,用SIMULINK进行仿真,得到误码率曲线(CT2 data services on the RS codes used in the simulation, channel select the BSC, using SIMULINK simulation obtained BER curves)
- 2009-10-27 10:20:48下载
- 积分:1