文件名称:HestonSQP-DE-SA
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- 上传时间:2015-08-17
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文件大小:34kb
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基于海森矩阵的序列二次规划算法,收敛性较好。-Based on SQP Hessian matrix, convergence is better.
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下载文件列表
HestonSQP-DE-SA/CharacteristicFunctionLib.m
HestonSQP-DE-SA/fftpricer.m
HestonSQP-DE-SA/LewisCallPricingFFT.m
HestonSQP-DE-SA/outputHeston.mat
HestonSQP-DE-SA/residualPriceFFT.m
HestonSQP-DE-SA/rmsefun.m
HestonSQP-DE-SA/rngState.mat
HestonSQP-DE-SA/rngStateNew.mat
HestonSQP-DE-SA/scriptCompareOptimizer.m
HestonSQP-DE-SA/Simulated Annealing/myOutputSA.m
HestonSQP-DE-SA/Simulated Annealing/myOutputSAHybrid.m
HestonSQP-DE-SA/SQP/BoundConstraints.m
HestonSQP-DE-SA/SQP/GradientEval.m
HestonSQP-DE-SA/SQP/HessApprox.m
HestonSQP-DE-SA/SQP/modSQP.m
HestonSQP-DE-SA/SQP/quadOpt.m
HestonSQP-DE-SA/SQP/solveLS.m
HestonSQP-DE-SA/Simulated Annealing
HestonSQP-DE-SA/SQP
HestonSQP-DE-SA
HestonSQP-DE-SA/fftpricer.m
HestonSQP-DE-SA/LewisCallPricingFFT.m
HestonSQP-DE-SA/outputHeston.mat
HestonSQP-DE-SA/residualPriceFFT.m
HestonSQP-DE-SA/rmsefun.m
HestonSQP-DE-SA/rngState.mat
HestonSQP-DE-SA/rngStateNew.mat
HestonSQP-DE-SA/scriptCompareOptimizer.m
HestonSQP-DE-SA/Simulated Annealing/myOutputSA.m
HestonSQP-DE-SA/Simulated Annealing/myOutputSAHybrid.m
HestonSQP-DE-SA/SQP/BoundConstraints.m
HestonSQP-DE-SA/SQP/GradientEval.m
HestonSQP-DE-SA/SQP/HessApprox.m
HestonSQP-DE-SA/SQP/modSQP.m
HestonSQP-DE-SA/SQP/quadOpt.m
HestonSQP-DE-SA/SQP/solveLS.m
HestonSQP-DE-SA/Simulated Annealing
HestonSQP-DE-SA/SQP
HestonSQP-DE-SA
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