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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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Waveguide
该软件利用Matlab的GUI功能,设计了一个人机交互界面,通过输入相应的参数来计算相应数据,在界面上即时显示相应的矩形和圆波导的场分布图,并可以根据需要进行电场和磁场的单独显示.(The software uses Matlab' s GUI functions, designed a human-machine interface, by entering the appropriate parameters to calculate the corresponding data, real-time display in the interface of the rectangular and circular waveguide the corresponding field distribution, and can be electric and magnetic fields as needed a separate display.)
- 2020-12-03 16:39:26下载
- 积分:1
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OFDMmatlab
OFDM Simulation Using Matlab
- 2007-07-15 23:30:11下载
- 积分:1
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Adaptfiltlec1
Adaptive Filter Theory
- 2010-11-14 16:55:10下载
- 积分:1
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xiaoboquzao
说明: 对采集的信号进行去噪滤波,再重构以使得到的图像更加清晰准确(The collected signal denoising filter, and then reconstruct the image in order to get a more clear and accurate)
- 2011-02-27 11:00:12下载
- 积分:1
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3-DOF-linear-structure1
在分析结构损伤后,给结构添加噪声,再对结构不同损伤情况下的分析(After the analysis of structural damage to the structure adding noise, and then the structure is different in case of damage)
- 2013-10-26 09:53:56下载
- 积分:1
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periodograma.m
Returns the periodogram of a given signal using the FFT
- 2015-01-13 22:03:36下载
- 积分:1
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chengxu
实现了几种阴影去除算法,包括相除法、HSV法等四种(Achieved several shadow removal algorithms, including the phase division, HSV law four kinds of)
- 2009-12-16 11:16:20下载
- 积分:1
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dwprotected
Matlab source code for DCT-based watermarking for grayscale images. DCT-based watermark recovering without resorting to the uncorrupted original image. Digital watermarking has been proposed as a viable solution to the need of copyright protection and authentication of multimedia data in a networked environment, since it makes possible to identify the author, owner, distributor or authorized consumer of a document.
A new watermarking technique to add a code to digital images is presented: the method operates in the frequency domain embedding a pseudo-random sequence of real numbers in a selected set of DCT coefficients. Watermark casting is performed by exploiting the masking characteristics of the Human Visual System, to ensure watermark invisibility. The embedded sequence is extracted without resorting to the original image, so that the proposed technique represents a major improvement to methods relying on the comparison between the watermarked and original images.
- 2009-07-13 12:14:31下载
- 积分:1
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shili
matlab实用程序 弹出式菜单的引用,通过matlab应用软件来实现这一功能(matlab utility pop-up menu reference, through matlab software to achieve this function)
- 2011-06-04 10:29:24下载
- 积分:1