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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_64QAMmod
MATLAB环境下基于OFDM系统的64QAM模式调制(64QAM modulation based on the OFDM system)
- 2010-01-29 21:25:22下载
- 积分：1
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Seismic-data-exchange-record-format
说明： 地震数据交换记录格式
本标准规定了地震勘探野外数据交换、室内处理的一种数据记录格式SEG Y Rev1(Seismic data exchange standards for record format of the field of seismic exploration data exchange, indoor handle the data recording format of a SEG Y Rev1)
- 2011-03-10 22:00:55下载
- 积分：1
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fsReliefF
著名的ReliefF特征过滤算法源代码，可用于模式识别(The famous ReliefF feature filtering algorithm source code, can be used for pattern recognition)
- 2015-01-23 15:31:15下载
- 积分：1
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Signal-Detection-and-Estimation
这是一本信号与系统方向的圣经，我这里上传上来，希望对大家有用。(It is a bible in the aspect of signal and system. I upload it and want to share with people who need it and hope to help him/her.)
- 2011-12-21 17:23:16下载
- 积分：1
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1
说明： 将Minpack库中的LM算法封装成库，经过调试，通过算例运行结果与Matlab中运行出来的结果相差0.01范围内。(Will Minpack library package into the LM algorithm library，After debugging An example is the results is only 0.01 Difference from the result of Matlab s!
)
- 2009-08-09 22:15:03下载
- 积分：1
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add_channel_effect
Add channel to cooperative diversty
- 2015-01-05 23:40:34下载
- 积分：1
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elm_linear.tar
matlab extreme machine learning
- 2015-02-19 05:02:53下载
- 积分：1
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Doclo
存在麦克风增益相位误差时候的宽带波束形成器设计,采用最小二乘方法来实现。
(Phase error exists when the microphone gain broadband beamformer design, using the least squares method to implement.)
- 2013-12-23 10:56:33下载
- 积分：1
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newtons_algorithm_for_nnls
文献1的仿真程序
solves the linear least squares problem with nonnegative variables =
using the newton s algorithm in [1].
[1] Portugal, Judice and Vicente, A comparison of block pivoting and
％ interior point algorithms for linear least squares problems with
％ nonnegative variables, Mathematics of Computation, 63(1994), pp. =
625-643(literature of a simulation program solves the linear least squares p roblem with nonnegative variables using the n = ewton's algorithm in [1]. [1] Portugal. Judice and Vicente. A comparison of block pivoting and interior% po int algorithms for linear least squares proble ms% with nonnegative variables, Mathematics of Computation, 63 (1994), pp. = 625-643)
- 2007-03-27 14:54:26下载
- 积分：1
