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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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OFDM_basic
basic ofdm Access method
- 2013-07-10 18:53:59下载
- 积分：1
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project_code
BER- 8QAM ,bpsk, QPSK,TRANSMITTED SIGNAL SPECTRUM
- 2020-10-31 03:59:55下载
- 积分：1
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matlabCommunication
一些有关matlab在通信仿真中用到的源码,例如各种编码方法。很有实用价值，(some communications in the Matlab simulation to use the source code, such as the various coding method. Useful,)
- 2007-06-08 01:24:37下载
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z4
说明： kanl kna kioh anlhcoiai aknlkdcsalio vad
- 2011-12-11 15:03:01下载
- 积分：1
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cosine_modulated_gaussian
matlab for cosine_modulated_gaussian
- 2013-04-29 19:46:10下载
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2dheatconductionproblem
2d heat conduction problem in matlab
- 2010-06-04 20:12:19下载
- 积分：1
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ll
说明： power system fault 4
- 2009-09-24 19:26:50下载
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Turbo_code_simulation
Turbo code, Turbo code, Turbo code,
- 2012-03-26 11:59:59下载
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word_rain
绚丽文字雨，适合培养matlab初学者的学习兴趣(beutiful word rain)
- 2012-04-07 20:12:53下载
- 积分：1
