-
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
-
LevinsonDurbin
现代功率谱估计中的经典算法:LevinsonDurbin,可以仿照编写出c代码。(Modern power spectrum estimation of the classical algorithm: LevinsonDurbin, can be modeled to write c code.)
- 2012-04-19 16:47:55下载
- 积分:1
-
shuju_1hao_12mi
本程序是利用matlab来处理数据,将EXcel表格的数据转换成txt文档,然后进行相关处理(It can deal with the data by Matlab)
- 2012-06-20 08:48:22下载
- 积分:1
-
L1_norm_least_square_solver
L1范数正则化最小二乘问题求解器,stanford大学Boyd教授出品。(Simple Matlab Solver for l1-regularized Least Squares Problems)
- 2014-02-25 14:21:26下载
- 积分:1
-
kriging-surrogate
Kriging代理模型适用于设计变量和试验样本较多的数据,建立设计变量与数据结果之间的数据模型,可用作进一步的优化设计(Kriging model applies to multiple design variables and large samples , can be used for further optimizational design)
- 2016-06-01 11:42:02下载
- 积分:1
-
1
Eigenfunctions of integrable planar billiards are studied — in particular,
the number of nodal domains, ν of the eigenfunctions
with Dirichlet boundary conditions are considered. The billiards
for which the time-independent Schrö dinger equation (Helmholtz
equation) is separable admit trivial expressions for the number
of domains. Here, we discover that for all separable and nonseparable
integrable billiards, ν satisfies certain difference equations.
This has been possible because the eigenfunctions can be
classified in families labelled by the same value ofm mod kn, given
a particular k, for a set of quantum numbers, m, n. Further, we observe
that the patterns in a family are similar and the algebraic representation
of the geometrical nodal patterns is found. Instances of
this representation are explained in detail to understand the beauty
of the patterns. This paper therefore presents a mathematical connection
- 2014-10-06 20:57:54下载
- 积分:1
-
calcCircle
已知空间里面的的的三个空间点来计算计算三角形外接圆(Three calculation known triangle circumcircle)
- 2013-11-07 11:11:55下载
- 积分:1
-
对TCSC加入电力系统后的前后进行了仿真 power_tcsc2
对TCSC加入电力系统后的前后进行了仿真(an example of TCSC)
- 2021-04-04 18:49:04下载
- 积分:1
-
EKFofsoc
说明: 这是一个无人机锂电池电池管理系统的电量估计算法(This is a power estimation algorithm of UAV lithium battery management system)
- 2020-05-08 21:49:47下载
- 积分:1
-
SV_channel_model
超宽带信道、毫米波信道为基础的SV信道模型仿真,对研究超宽带信道和毫米波信道等呈指数衰减信道的传播特性非常有帮助(Ultrawide channel and millimeter wave channel are all based on this SV channel model, it is very helpful for the study of those channels which are belong to exponential decay channels such as UWB and mmWave Channel)
- 2015-04-19 21:52:24下载
- 积分:1