-
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
-
unit-commitment-problem--5-machine-
采用拉格朗日算法求解机组组合问题，采用的是5机系统(Lagrange algorithm for unit commitment problem, 5 machine system)
- 2021-04-20 15:18:51下载
- 积分：1
-
矢量控制
PMSM矢量控制仿真，Clark变换和park变换(PMSM Vector Control Simulation, Clark Transform and Park Transform)
- 2020-06-23 10:40:01下载
- 积分：1
-
基于Simulink搭建的SVPWM仿真模型-SVPWM
说明： 基于Simulink搭建的SVPWM仿真模型，可供学习(SVPWM simulation model based on Simulink, available for learning)
- 2020-06-21 21:20:02下载
- 积分：1
-
人脸识别代码：图像工程中经常用到的一个实用算法。这里是matlab的实现。...
人脸识别代码：图像工程中经常用到的一个实用算法。这里是matlab的实现。-Face recognition code: Image Engineering frequently used for a practical algorithm. Here is the realization of matlab.
- 2022-02-10 06:52:41下载
- 积分：1
-
matlab
说明： 信号二维到达角及计划参数估计估计 矩阵束法(Two-dimensional arrival angles and signal parameter estimation scheme is estimated Matrix Pencil Method)
- 2011-02-25 10:33:43下载
- 积分：1
-
MATLABinphysics
MATLAB在物理中的应用,在学习物理的同时也能掌握一门计算机技术，并能熟练应用计算机技术来学习物理和分析物理。(MATLAB in the application of physics, the study of physics can also master a computer technology, and can skillfully using computer technology to study physics and physics analysis.)
- 2006-06-01 11:07:52下载
- 积分：1
-
SPInvFA
returns the lengths of a Stewart Platform fith Fixed Actuators for a given position and orientation of the platform
- 2011-06-01 07:17:14下载
- 积分：1
-
Manchest
matlab Manchest编码实现的m 文件(matlab Manchest coding realize the m file)
- 2007-07-27 10:02:52下载
- 积分：1
-
dijkstraandfloyd
说明： 详细给出floyd、dijkstra算法，并给出具体例子以及如何看运行结果。所有程序均通过真实测试。(Details are given floyd, dijkstra algorithm, and gives specific examples and how to look at the results. Through all the procedures are the real test.)
- 2009-07-31 11:09:39下载
- 积分：1
