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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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sar
一些sar数据,matlab文件,希望对大家有用(Some sar data, matlab file, in the hope that useful)
- 2006-10-22 21:30:42下载
- 积分:1
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HopCarrierSync
跳频载波同步模块的matlab程序,对于做跳频通信系统给的非常好,直接用即可已测试。(Hopping carrier synchronization module matlab procedures for frequency hopping communication system to do very well, can be directly tested.)
- 2015-03-28 15:19:34下载
- 积分:1
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homework_2
QPSK/BPSK在多径信道下经过LMS均衡器之后的误码率曲线(QPSK/BPSK BER curve after LMS equalizer in multipath channel)
- 2021-01-23 16:38:43下载
- 积分:1
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dijkstra
在matlab编译环境下,下实现迪杰斯特拉算法。 程序鲁棒,速度较快。(the implementation of Dijstla algorithm)
- 2009-10-08 10:23:58下载
- 积分:1
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integerprogramming
用matlab编写的整数规划的程序。包括:用割平面法求解整数规划,用分支定界法求解整数规划,用枚举法(包括穷举法和隐枚举法)求解0-1规划(integer programming)
- 2009-10-16 11:42:58下载
- 积分:1
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ZF_Vblast
16QAM Vblast 误码率仿真(16QAM Vblast BER simulation)
- 2008-03-13 10:57:49下载
- 积分:1
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ConjugateGradientMethodMatlabProgram
简明扼要的介绍了共轭梯度法matlab程序(Concise introduction to the conjugate gradient method matlab program)
- 2009-05-13 17:58:44下载
- 积分:1
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Matlab_Dsp_Builder_DEsign_Guide
说明: 使用matlab中的simulink,通过DSP Builder进行编译成quartus可用的vhdl文件,简化实际工作量的流程方法(Use matlab in simulink, through the DSP Builder to compile into a vhdl file quartus available, simplifying the process method of the actual workload)
- 2009-07-30 09:32:01下载
- 积分:1
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of_mtd
OF helpers for mtd.
- 2014-09-18 04:09:40下载
- 积分:1