登录
首页 » matlab » HestonCalibration

HestonCalibration

于 2013-11-21 发布 文件大小:7KB
0 191
下载积分: 1 下载次数: 30

代码说明:

  波动率预测模型;期权定价;未来期权波动率预测(local volatility model (hestion calibration))

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • GoodsAllocatingProblemwithMultiAimsbasedonTheHybri
    说明:  多目标货物配装问题是一个复杂的组合优化问题,属于NP难问题,本文用混合粒子群算法求解多目标货物配装问题。混合粒子群算法在基本粒子群算法的基础上,通过引进遗传算法中的交叉和变异的策略,避免了陷入局部最优,加快了达到全局最优的收敛速度。此外,本文提出用权重系数来平衡各目标使各目标都能达到相对较优的效果。(Multi-objective loading of goods is a complicated combinatorial optimization problems are NP hard problems, this paper, hybrid particle swarm algorithm to solve multi-objective problem loading cargo. Hybrid Particle Swarm Algorithm in elementary particle swarm optimization based on genetic algorithm through the introduction of crossover and mutation of the strategy to avoid a fall into local optimum, global optimum to achieve accelerated convergence. In addition, this paper, the weight factor used to balance the various objectives so that the objectives can be achieved relatively better results.)
    2020-11-23 14:49:35下载
    积分:1
  • dsp_yxp_3
    说明:  matlab开发函数,一些简单的例子和数字滤波器设计函数(matlab development function, some simple examples and digital filter design function)
    2011-04-14 09:42:58下载
    积分:1
  • RCLS
    在最小二乘参数估计值的基础上,引进补偿项σW2C-1D Ø 0,则获得了参数的无偏估计。针对模型噪声来说,RCLS算法的适应能力比RLS更好。(In the least squares estimation parameters, on the basis of introduction of compensation term σ W2C- 1 d Ø 0, then get the parameters of the unbiased estimation. According to the model for noise, RCLS algorithm adaptive RLS better than.)
    2012-12-28 15:57:51下载
    积分:1
  • dijkstra
    可执行的dijkstra算法,求解任意两点间的最短距离(Dijkstra executable algorithm for solving the shortest distance between any two points)
    2014-12-02 16:19:10下载
    积分:1
  • RootEquation
    Code matlad for root equation by some methods
    2010-01-03 22:53:37下载
    积分:1
  • Demo_TV
    图像处理与分析——偏微分方程方法,热方程去噪模型的演示代码。(Image processing and analysis- method of partial differential equations, heat equation denoising model demo code.)
    2015-03-11 16:24:17下载
    积分:1
  • sjgj
    产生火炮发射炮弹的航迹,模型的建立,并画出仿真结果。(The track artillery shells fired generation, model, and draw the simulation results.)
    2021-04-23 16:48:48下载
    积分:1
  • anova-analysis
    方差分析是matlab中十分重要而常见的功能,本课件详细讲述了理论和一些例子的操作,让大家能更好了解。(anova analysis is an important function in matlab。)
    2011-06-02 11:18:01下载
    积分:1
  • my_obj_display
    matlab 读取显示.obj图形文件,在matlab界面中以三维图像形式显示,并将三维坐标信息生成 Excel保存。(Matlab to read display. Obj graphics files,A 3D image display in the matlab interface, and it will generate Excel save three-dimensional coordinate information.)
    2014-09-29 09:18:04下载
    积分:1
  • ThreePhase_ACDCAC_PMWconverter
    matlab code for Three-Phase AC-DC-AC PWM Converter
    2015-02-07 13:56:56下载
    积分:1
  • 696518资源总数
  • 106161会员总数
  • 5今日下载