-
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
-
BAMIC
BAMIC是一种multi-instance聚类的算法。(BAMIC is a package for multi-instance clustering. This package includes the MATLAB implementation of BAMIC, which is designed to deal with unsupervised multi-label learning problems. It is particularly useful when real-world objects are represented under multi-instance setting while the labels of these objects are unknown.
)
- 2011-05-12 16:36:21下载
- 积分:1
-
ImmuneAlgorithmsCode
人工免疫算法基于遗传MATLAB代码很有用哦(Artificial immune algorithm based on genetic code useful MATLAB Oh)
- 2009-05-17 19:49:50下载
- 积分:1
-
MKD-SRC
matlab的MKD-SRC。多特征点的稀疏表示识别.(matlab the MKD-SRC.)
- 2014-03-17 15:53:33下载
- 积分:1
-
MATLAB-classic-tutorials
MATLAB经典教程,包括基础、矩阵、程序设计、绘图等几部分。(MATLAB classic tutorials, including the foundation, matrix, programming, graphics and other parts.)
- 2011-01-25 10:29:40下载
- 积分:1
-
firwd
fir filter design for digital signal proccessing
- 2013-12-26 17:14:31下载
- 积分:1
-
Butterworth-hpf
BUTTERWORTH HIGH PASS FILTER FOR IMAGE
- 2011-05-25 12:54:29下载
- 积分:1
-
LASreadAll
las文件是激光点云数据文件,此程序用于通过matlab、读取las文件(read las file ,matlab)
- 2021-03-12 13:09:25下载
- 积分:1
-
3D_DLA
用于Matlab 编程,计算diffusion limited aggregation (A Matlab program to perform the diffusion limited aggregation )
- 2013-09-14 12:29:43下载
- 积分:1
-
radialcenter
一种基于图像对称性的超高分辩率显微图像算法。用于快速超高分辨率显微图像处理(A symmetry based algorithm for superresolution fluorescence image processing. Based on nmeth.2071)
- 2013-04-05 01:38:18下载
- 积分:1