登录
首页 » matlab » HestonCalibration

HestonCalibration

于 2013-11-21 发布 文件大小:7KB
0 223
下载积分: 1 下载次数: 30

代码说明:

  波动率预测模型;期权定价;未来期权波动率预测(local volatility model (hestion calibration))

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • AnPAdaptivePThreshold
    在传统canny边缘检测的基础上,进一步进行自适应阈值的边缘检测方法的研究,比传统的方法有很大的优越性(Traditional canny edge detection on the basis of further adaptive threshold edge detection method, there are a lot of advantages than traditional methods)
    2013-05-18 09:47:06下载
    积分:1
  • jrbdwkxz
    matlab processing and realization of the voice, very useful
    2013-11-24 11:19:12下载
    积分:1
  • OFDM_QPSK-16QAM-64QAM
    OFDM编码,调制的方法有QPSK,16QAM和64QAM(OFDM coding, modulation method QPSK, 16QAM and 64QAM)
    2014-02-03 21:57:22下载
    积分:1
  • MTKLjcxhyanz
    NTKL法可以同时检测光谱异常点、参考数据异常点及其他们共同的异常点,该方法的基本思路是基于蒙特卡洛采样,随机将样本集划分为校正集与预测集,用校正集建模,并对没参与建模的样本进行预测误差计算,进行几千次这样随机采样,每个样本点都可得到其预测误差分布。如果奇异样本在校正集中,整个模型的质量将受到影响;相反,如果奇异样本在预测集中,仅此样本的预测结果受到影响。(NTKL method can simultaneously detect abnormal spectrum and abnormal reference data points and their common abnormal point, the basic idea of this method is based on the monte carlo sampling, sample set random be divided into calibration set and prediction set, using correction modeling, modeling and participated in the samples of the prediction error calculation, a thousands of times that of random sampling, each sample point can be obtained the prediction error distribution.If singular samples in correction, the model of quality will be affected.Singular samples in predicting concentration, on the contrary, if only for the sample prediction results are affected.)
    2016-07-15 10:36:52下载
    积分:1
  • CUCAO
    粗糙集MATLAB程序~~~~~~~~~~~~~~~~~~~~~(MATLAB PROGRAM)
    2009-09-10 22:35:37下载
    积分:1
  • 100
    matlab实用程序百例,初学者必备的源代码(matlab utility 100 cases, the necessary source code for beginners)
    2009-03-16 09:33:25下载
    积分:1
  • spread
    这是关于扩频的一些基本知识,希望能对大家有帮助.(this is about spreading some basic knowledge, we want to help.)
    2006-07-27 21:33:44下载
    积分:1
  • loadflow
    power flow for 9 bus system
    2013-01-16 14:25:36下载
    积分:1
  • MIMO-channel-capacity
    MIMO的信道容量代码,牵扯到许多关键技术(MIMO channel capacity code, involves a number of key technologies)
    2014-12-24 15:31:55下载
    积分:1
  • circonv
    实现了用matlab在频域上求离散序列的循环卷积(Achieved in the frequency domain using matlab seeking discrete sequence of circular convolution)
    2010-05-16 17:11:08下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载