登录
首页 » matlab » nimalinmoodley

nimalinmoodley

于 2009-06-10 发布 文件大小:367KB
0 133
下载积分: 1 下载次数: 14

代码说明:

  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

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

  • batewosi
    该程序主要针对机械等信号进行低通滤波。内包含了一个例子,并对巴特沃思滤波器的主要设计函数进行了详细的说明。(The program mainly for machinery, low-pass filtered signal. Contains an example, and the Butterworth filter is designed primarily for a detailed description of the function.)
    2011-08-14 15:04:17下载
    积分:1
  • pinpufenxi
    函数分析器 用于频谱分析 frequency analysis matlab(frequency analysis matlab)
    2013-03-16 17:04:03下载
    积分:1
  • carrier
    ML estimation of time and frequency offset in OFDM systems
    2009-03-02 20:21:12下载
    积分:1
  • A
    说明:  DM500 Main scematic diagram
    2009-11-14 09:23:33下载
    积分:1
  • 模块化多电平逆变器的simulink仿真mmcsevenlevel
    模块化多电平逆变器的simulink仿真(7电平)(The simulation modular multilevel inverter (7 level))
    2021-03-08 22:19:28下载
    积分:1
  • manipulator-MPC-controller
    机械臂模型预测控制,包含视觉伺服,使用机器人工具箱(Manipulator Simulation Based on Model Predictive Control,including visual servoing,using RTB tool box)
    2021-04-07 22:59:01下载
    积分:1
  • qcf
    量子计算函数,包括shor,grover等算法,非常方便(This document presents a brief tutorial/overview of QCF, then shows how it can be used to simulate the well-known algorithms of Deutsch, Deutch-Jozsa, and Grover. )
    2010-12-15 11:03:32下载
    积分:1
  • all kind of pn coded generator
    包含了m序列 gold序列 kasami序列和ovsf码的所有伪码产生器(Contains a sequence of m sequences gold Kasami sequences and OVSF code of all pseudo-code generator)
    2008-07-25 11:42:54下载
    积分:1
  • ContextThemeWrapper
    A ContextWrapper that allows you to modify the theme from what is in the wrapped context.
    2014-01-22 10:56:08下载
    积分:1
  • minPowell
    POWELL算法求最小值,可求取多个函数的最小值,速度和精度都很高。(POWELL algorithms seek the minimum, the minimum can be to strike a number of functions, speed and accuracy are high.)
    2009-10-27 20:13:24下载
    积分:1
  • 696518资源总数
  • 105273会员总数
  • 10今日下载