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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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maximize-profit
养殖问题中的收益最大化问题 以及 灵敏度的检验(maximize the profit in cultivation)
- 2013-11-15 17:33:45下载
- 积分：1
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Desktop
牛顿法进行二次曲面分析，计算各迭代点的局部值(Newton s method analysis of quadric surface, the local value of iterative point is calculated)
- 2013-12-28 11:15:51下载
- 积分：1
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QAM_MSK_PSK_DPSK_FSK
QAM,PSK,DPSK,FSK,MSK调制仿真，包括眼图输出，误码率输出，星座图，频谱，及实际wav文件的调制解调(QAM, PSK, DPSK, FSK, MSK modulation simulation, including eye diagram output, the output BER, constellation, spectrum, and actual modem wav files)
- 2020-09-13 12:27:59下载
- 积分：1
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HS matlab-20180404T003738Z-001
和声搜索优化算法进行优化，测试方程分为 无限制和限制方程(harmony search algorithm to do the optimization)
- 2018-04-04 08:35:12下载
- 积分：1
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t1
说明： 迭代法 最简单的方法求取一个阈值 用来分割图像(Iteration threshold method)
- 2010-05-01 09:23:55下载
- 积分：1
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Threelevel_svpwm
用matlab做的三电平SVPWM逆变器的仿真，能够实现svpwm的基本功能，但是还不完善。(Using matlab to do a three-level SVPWM inverter simulation, svpwm to achieve the basic functions, but not perfect.)
- 2013-07-23 14:04:08下载
- 积分：1
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TimefrequencyAnalysis
2008最新matlab时频分析中用到的几乎所有函数的源代码及其基本用法。如调幅调频函数及其用法，常用噪声产生函数，尺度变换函数，信号时域和频域处理函数，cohen类双线性时频处理函数用法等等，希望对大家有帮助!(2008, the latest time-frequency analysis matlab used in almost all the function)
- 2008-04-06 21:34:11下载
- 积分：1
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Genetic-algorithm-of-matlab
该代码是关于遗传算法的代码，适用于matlab(This code is on the genetic algorithm code, suitable for matlab)
- 2013-01-09 00:44:46下载
- 积分：1
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guji
基于Hilbert-Huang变换的语音信号共振峰频率估计，一种对语音信号的分析方法(Based on the Hilbert Huang transform of speech signal formant frequency estimation, a method on the analysis of the speech signal)
- 2015-02-05 16:09:44下载
- 积分：1
