By a strong non-linear model is ukf, ekf, pf, pfekf, pfukf such performance.

upf_demo\demo_MC.m
........\ffun.m
........\gengamma.m
........\hfun.m
........\multinomialR.m
........\residualR.m
........\systematicR.m
........\ukf_bsffun.m
........\ukf_bshfun.m
........\ukf_ffun.m
........\ukf_hfun.m
........\blackscholes.m
........\bsffun.m
........\bshfun.m
upf_demo

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