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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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Correction
本程序是测量机器人误差改正的程序，用matlab编的，自己开发的(This procedure is a measure of the robot error correction procedures, the use of matlab plait, their development
)
- 2013-01-18 12:35:37下载
- 积分：1
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simulated_annealing
Simulated Annealing Algorithm
- 2014-12-03 15:43:37下载
- 积分：1
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BCH_codes
说明： 可以纠正三个错误的bch码，在不同的SNR下，给你系统仿真曲线。(To correct three errors bch code, at different SNR, the simulation curve for you.)
- 2009-08-20 22:25:08下载
- 积分：1
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Kalman_Est
这是用Matlab编写的卡拉曼滤波程序，用于PPP精密单点定位。(It is written with Matlab Karaman filtering process, precise point positioning for the PPP.)
- 2011-05-01 16:47:30下载
- 积分：1
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edgeNL
This short demo presents an efficient algorithm for edge detection
- 2011-05-13 08:04:44下载
- 积分：1
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kinds-of-fir-digital-filter
用matlab设计的四种fir滤波器，低通、高通、带通、带阻等四种滤波器(Matlab design four kinds of fir filter, low-pass, high-pass, band-pass, rejection and so on four kind of filter.)
- 2014-12-23 09:26:30下载
- 积分：1
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ant
蚁群算法，求一个二元函数的最小值，用MATLAB求最小值可以转化成求最大值(matlab ant colony algorithm)
- 2020-11-26 22:39:31下载
- 积分：1
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multi_level_inverter
facts with multi level inverter simulation with matlab simulink toolbox
- 2014-09-20 02:48:38下载
- 积分：1
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emd_imf_correlation
这是应用emd分解之后，并与原信号进行相关分析的matlab程序(this is a program which contains emd and correlation analysis with the original signal)
- 2011-11-09 14:36:33下载
- 积分：1
