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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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powerlaws_full_v0.0.10-2012-01-17
随机数发生器
此功能会产生连续的值(功法的文章中讨论的五个分布随机分布,指数,对数正态分布,拉伸指数,截止功法)。使用信息包含在文件类型的帮助randht在MATLAB提示符更多信息。
幂律分布拟合
这项功能同时实现的离散和连续的最大似然估计拟合幂律分布的数据,以及善良的合适的方法来估计缩放区域较低的截止。使用信息包含在文件类型的帮助plfit在MATLAB提示符更多信息。(This function is a random number generator will produce discrete values (power law discussed in five articles distributed random distribution, exponential, lognormal, stretching index cutoff power law). The use of information contained in the file type of help randht in MATLAB prompt for more information. Power-law distribution fitting This function implements both discrete and continuous maximum likelihood estimation fitting power-law distribution of data, and kind suitable method to estimate the scaling region lower cutoff. The use of information contained in the file type of help plfit in MATLAB prompt for more information.)
- 2013-07-24 16:27:43下载
- 积分:1
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image-tracking-procedures
Matlab基于卡尔曼的视频序列帧图像的跟踪程序(Matlab based Calman frames of a video sequence image tracking procedures)
- 2012-08-31 10:44:00下载
- 积分:1
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sa-pso-bybird
基于原始粒子群算法和原始模拟退火算法的结合。具有收敛性好,计算速度快的优势(Combined with the original particle swarm algorithm based on simulated annealing algorithm and the original. Has a good convergence, high calculation speed advantage)
- 2015-02-27 18:43:24下载
- 积分:1
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youyong
小波变换在图像压缩中的应用,都是完整的论文,希望能对大家有所帮助(Wavelet transform in image compression, are full of papers, hoping to be helpful)
- 2010-06-06 16:18:17下载
- 积分:1
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Differentil-equation
模拟弹簧振动,讨论最简单的情形,一弹簧系统做横向运动,其位移由振动规律 所决定,仿真弹簧振动。(Spring vibration simulation to discuss the simplest case, a spring system as a lateral movement, the displacement is determined by the law of vibration, simulation spring vibration.)
- 2011-04-24 12:26:33下载
- 积分:1
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The_Fields_Of_Electronics--Understanding_Electron
A USEFUL BOOK TO UNDERSTAND THE BASICS OF ELECTRONICS AND ELECTRICAL CIRCUITS
- 2010-09-15 20:50:50下载
- 积分:1
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MATLAB
说明: 包含多章MATLAB典型程序与应用,对初学者很有帮助(Chapter contains more than the typical process and application of MATLAB, very helpful for beginners)
- 2009-08-15 23:07:49下载
- 积分:1
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slight_SVM
svm分类的源代码例子,很基础的,适合初学者,一看就懂(svm the classification source code examples, very basic, for beginners to understand at a glance)
- 2012-11-15 21:12:28下载
- 积分:1
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Neural-Networks
Neural Networks(神经网络)在Matlab中的应用(Neural Networks (neural networks) applications in Matlab)
- 2014-02-25 16:43:07下载
- 积分:1