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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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叶片参数导出
基于Glauert设计法设计风力机叶片，叶片参数导出的MATLAB程序(MATLAB Program for Wind Turbine Blade Design and Blade Parameter Derivation Based on Glauert Design Method)
- 2019-03-04 10:09:22下载
- 积分：1
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DOA
基于压缩感知的目标DOA估计，以及常规DOA的方法(DOA Estimation Based on Compression Sensing)
- 2021-03-16 15:49:21下载
- 积分：1
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kalmtool4.tar
MATLAB 滤波器最新版的非线性滤波工具箱
包含源码和使用例子(Filter the latest version of MATLAB Toolbox for Nonlinear Filtering contains examples of source and use of)
- 2010-12-08 17:49:17下载
- 积分：1
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draw_diatom_exp
calculating GLCM texture, based on matlab platform
- 2013-04-30 16:14:29下载
- 积分：1
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SBR_R2008a_full_20080320-1
This is webinar on verification and validation of the system modeled using Matlab/simulink
- 2010-09-28 20:47:07下载
- 积分：1
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foc
异步电机矢量控制仿真模型，比较基本，已通过测试，完全好用。(Vector control induction motor simulation models, more basic, has been tested to be fully useful.)
- 2020-12-28 21:19:01下载
- 积分：1
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matlabcodes
matlab code for new user to design any project
- 2009-05-23 19:14:30下载
- 积分：1
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apes
阵列信号处理中波束形成技术的apes算法matlab程序(The matlab code for apes algorthim of beamforming technique of array signal processing)
- 2012-07-09 14:45:37下载
- 积分：1
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GAcode
遗传算法解带约束的最优问题的matlab程序，适合进行遗传算法的学习(Genetic algorithm for constrained optimization problem matlab program, suitable for studying genetic algorithm)
- 2015-04-05 09:20:37下载
- 积分：1
