-
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
-
MATLABFE_III
MATLAB finite element code
- 2013-11-03 16:49:05下载
- 积分：1
-
8PSK
本程序实现对随机信号的8PSK调制，程序里面有详细注释，很容易换成想要信号的8PSK调制，欢迎下载。(This program implements the random signal 8PSK modulation, which has detailed program notes, easily replaced want 8PSK modulation signal, welcome to download.)
- 2014-12-06 12:04:44下载
- 积分：1
-
rbf-forcast
rbf神经网络模型预测淀粉利用率，径向基神经网络模型预测淀粉利用率(rbf neural network model to predict)
- 2012-11-05 20:30:18下载
- 积分：1
-
pengkao
对信号进行频谱分析及滤波，数据模型归一化，模态振动，窗函数法设计一个数字带通FIR滤波器。( The signal spectral analysis and filtering, Normalized data model, modal vibration, A window function design FIR digital band-pass filter.)
- 2016-05-04 18:11:47下载
- 积分：1
-
modelingapproachtoswarminginhoneybees
A modeling approach to swarming in honey bees
- 2010-01-26 03:06:34下载
- 积分：1
-
test_2
montecarlo的源程序，希望对大家游泳 (Montecarlo source, in the hope that U.S. Swimming)
- 2007-10-18 10:41:40下载
- 积分：1
-
v33n4a07
............... v33n4a07 ..................................................................................................................
- 2014-09-02 21:10:15下载
- 积分：1
-
AccentClassificationusingNN
classification of English accent with neutral network
- 2009-09-24 02:47:52下载
- 积分：1
-
basedOnTheAnalysisOfLMSAdaptiveFilterAlgorithm
lms算法 滤波器 解释及仿真 ，基于LMS算法自适应滤波器析(lms filter interpretation and simulation algorithm, based on the analysis of LMS adaptive filter algorithm)
- 2009-04-11 10:55:24下载
- 积分：1
