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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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laser-propagation
对激光通过大气传输的主要非线性过程进行数值模拟, 列出大气的流体动力学方程组和与
大气相互作用的波方程,推导出受激热瑞利散射引起的小扰动不稳定性的波与大气的耦合方程, 还对湍流作了处理。(Of laser transmission through the atmosphere, the main non-linear process to simulate the fluid dynamics are listed in the atmosphere and atmospheric interaction equations and the wave equation is derived by stimulated thermal Rayleigh scattering instability caused by the wave perturbation coupled equations with the atmosphere, but also made a deal with turbulence.)
- 2011-05-22 18:44:07下载
- 积分:1
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matlab5
【matlab编程代做】matlab从航拍图像中提取红色物体 可以作为参考使用学习 ([Do] matlab matlab programming on behalf of red objects extracted aerial images can be used as a reference study)
- 2015-01-11 18:01:40下载
- 积分:1
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exerciseofmatlab
说明: 通过50道练习题,对matlab进行了一个总体的实例讲解,对于初学者尽快了解matlab的功能与应用有很大帮助(Through the 50 exercises, carried out on an overall matlab examples to explain, as soon as possible for beginners to understand the function and application of matlab are very helpful)
- 2009-07-29 12:12:31下载
- 积分:1
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Imageresection
Space photo resection method
- 2014-09-02 13:40:19下载
- 积分:1
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pa
说明: 功率放大器的Wiener Hammerstein建模及记忆多项式模型(Modeling PA with Wiener Hammerstein and Memory Polynomial Method )
- 2013-03-14 16:11:15下载
- 积分:1
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PV_MPPT
matlab simulation of MPPt of PV array
- 2014-11-12 19:57:00下载
- 积分:1
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niudunchaoliu
说明: 电气的同学常用的牛顿潮流法的计算过程及其算法原理(Newtonian trend method)
- 2020-06-25 01:20:02下载
- 积分:1
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yasuochuli
实现雷达点目标在距离向和方位向的压缩处理(Radar point target in the distance and direction to the compression to)
- 2021-04-28 09:58:44下载
- 积分:1
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singularitydetection
提出一种两阶段的奇异点检测方法。将指纹图像分块,求出各块的方向构成块方向图,并在块方向图的基础上利用邻域方向的分
布分析结合改进的Poincare Index方法来确定奇异点所在的候选区域,对候选区域中的像素再通过计算局部方向变化率来确定奇异点的精
确位置。将此方法用于对FVC2004 DB1_A指纹数据库的图像,实验结果表明这种方法对指纹图像中的噪声有很好的鲁棒性,并且计算简
单快速,易于实现。
(A two-phase singularity detection. Fingerprint image block, calculate the direction of each block constitute a block pattern, and pattern in the block based on the use of the distribution of the direction of the neighborhood together with the improved Poincare Index method to determine the singular point where the candidate regions of the candidate region of pixels re-calculated to determine the rate of change of local direction of the precise location of singular points. This method is used to FVC2004 DB1_A fingerprint database of images, experiments show that this method of noise on the fingerprint image has good robustness and computing simple and fast, easy to implement.)
- 2010-05-18 10:35:11下载
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