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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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tracking-algorithm
一份关于单个目标跟踪和多个目标跟踪的KALMAN滤波资料,详细的解释个多种算法
(A report on the single target tracking and multiple target tracking KALMAN filtering information, a detailed explanation of a multiple target )
- 2011-05-20 14:32:23下载
- 积分:1
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M-call-C
混合编程时,M文件中调用C语言函数,精通matlab编程一书的例程,希望有帮助。(mixed programming, the paper called M C language function, proficient Matlab programming routines in a book. hope it helps.)
- 2007-03-27 16:11:32下载
- 积分:1
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mod8
8th system control of a drilling oil system
- 2013-08-25 14:33:31下载
- 积分:1
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Two_hidden_BPNN
为了对数据进行准确的预测,建立了双隐层BP神经网络,并提供了源数据,实现了准确的数据预测。程序能够执行,误差较小,输出接近真实值。(To accurately forecast the data, we build the two-hidden layer BP neural network and provide the original data, which will forecast the data. The program can be executed with small error which will be close to the real data.)
- 2013-03-10 11:58:00下载
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2 跳频系统
说明: 这是一个很好用的跳频通信系统的matlab仿真的资料,对于不会的同学很有效。simulink的设计电路方法很简单,(This is a very good use of frequency hopping communication system of MATLAB simulation data, for students will not be very effective. The circuit design method of Simulink is very simple)
- 2021-03-22 14:29:16下载
- 积分:1
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L_D
用Matlab程序实现P阶Levinson-Durbin算法。以一个2阶自回归模型(参数为b0=1, a1=0, a2=0.81)和一个2阶滑动平均模型(参数为b0=1, b1=1, b2=1)为例,选取观测数据长度为1000,分别用一个AR(2)模型和一个AR(10)阶模型来估计其功率谱。设激励信号模型的高斯白噪声的均值为0,方差为1。用Levinson-Durbin算法迭代计算AR模型参数,并用估计出的AR模型参数画出观测信号的功率谱。并对Levinson-Durbin算法的性能进行分析。(Write a small MATLAB program that implements the pthorder Levinson-Durbin (L-D). Run/Test the program using a AR(2) process (b0=1,a1=0, a2=0.81) and an MA(2) (bn=1,1,1) process-about 1000 samples. Use L-D with p=2 (for the AR) and 10 (for the MA). Plot the AR spectra produced in the two cases with L-D. List the direct form and the reflection coefficients in a table. Profile the L-D (total number of computations for a pthorder)
- 2009-12-29 01:39:11下载
- 积分:1
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picture
matlab实现图像分割剪裁放大缩小等操作(Image segmentation matlab operations such as cutting Zoom)
- 2010-05-19 15:51:39下载
- 积分:1
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cma
channel estimation in ofdm
- 2012-04-24 21:06:03下载
- 积分:1
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Muson_Mega32_cv
player mega32 music play
- 2013-07-24 16:27:45下载
- 积分:1