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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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bbsyanjiu
一种新型的基于盲源分离算法的研究资料内容(A new type of research data based on blind source separation)
- 2013-04-08 09:33:56下载
- 积分:1
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fit_logistic
Fit time series Q(t) to a logistic function.
Inputs (vectors of same size): t (time) & Q
Outputs: Qpre (logistic model fit to data) and three independent parameters: thalf, Qinf, and a, describing the logistic
Q(t) = Qinf/(1 + exp(-a*(t-thalf)))
Qinf is value as t --> infinity
thalf is time of symmetric inflection point
a is time decay constant
Written by James Conder, Southern Illinois University, Oct. 2010
- 2014-02-14 18:29:17下载
- 积分:1
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dsss
通信中的,调制,扩频,解扩,解调,全过程的matlab程序(Communication, modulation, spreading, despreading, demodulation, the whole process of the matlab program)
- 2011-07-05 10:21:42下载
- 积分:1
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APF
Low-pass filter 可自行調整延遲角度(Low-pass filter)
- 2014-10-29 19:46:12下载
- 积分:1
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IEEEOPF14
IEEE14潮流计算,遗传算法,利用 matalab(IEEE14reactive optimaiton flow.)
- 2013-04-23 12:30:51下载
- 积分:1
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ASKmod
在matlab上实现2ASK信号的调制,以及相干解调,并给出调制/解调后的信号波形。主程序名为ASKmod.m,调用子程序为T2F.m、F2T.m、 和LPF.m。(To achieve in matlab 2ASK signal modulation, and coherent demodulation, and given modulation/demodulation of signal waveform. Main program, called ASKmod.m, call subroutine to T2F.m, F2T.m, and LPF.m.)
- 2010-07-29 11:20:22下载
- 积分:1
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centered_difference_numerical_diff
Implementation of the centered difference method for numerical differentiation.
Evaluation of the derivative of the following functions (numerically)
f(x) = 0.3x^2 + x*exp(sin(2x)), for − 6 <= x <= 6(Implementation of the centered difference method for numerical differentiation.
Evaluation of the derivative of the following functions (numerically)
f(x) = 0.3x^2+ x*exp(sin(2x)), for − 6 <= x <= 6)
- 2009-11-26 21:20:10下载
- 积分:1
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1holo_hex
说明: 一个用于计算六方点阵的单光束干涉方法,MATLAB编写的(A six-dot matrix used to calculate the single-beam interference method, MATLAB prepared)
- 2008-08-29 17:27:33下载
- 积分:1
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APIT
APIT定位算法的matlab仿真编码,具体代码段(Of APIT positioning algorithm matlab simulation code, the specific code section)
- 2012-05-19 09:45:49下载
- 积分:1