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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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chazhi
插值算法程序,包含各种算法的例程。可以直接利用或者练习(algorithm program)
- 2010-01-19 15:26:50下载
- 积分:1
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distance
LTE分小区模型 并且计算各个用户和基站之间的距离(the cell model of LTE)
- 2012-05-02 19:50:02下载
- 积分:1
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simulink-introduction
simulink 入门教程,的一些资料,帮助初学者快速了解matlab中的simulink
(Simulink how-to tutorials, some of the material, help beginners a rapid understanding of simulink matlab)
- 2011-12-29 01:15:26下载
- 积分:1
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ofdm-bpsk
基于simulink的OFDM仿真,使用bpsk调制技术,包含mdl源文件(simulink mdl bpsk)
- 2014-12-17 22:57:31下载
- 积分:1
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CustomHighPassFiltering
this filter allows high frequency
- 2015-01-03 01:54:43下载
- 积分:1
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speech-kalman
speech recognition kallman
- 2015-03-02 02:16:35下载
- 积分:1
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Kalman_Filter
卡尔曼滤波估计雅可比的matlab代码,用于计算机视觉的在线估计(Kalman filter estimates Jacobian of matlab code, for computer vision online estimate)
- 2008-12-15 10:35:29下载
- 积分:1
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matlab
matlab中文教程,含演示例程,供初学者参考学习。(Chinese tutorial matlab, including demonstration routine reference for beginners to learn.)
- 2011-01-05 11:12:31下载
- 积分:1
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kstest
非参数检验中K-S检验的matlab实现(Non-parametric test in the KS test matlab implementation)
- 2011-01-06 20:47:02下载
- 积分:1