File list (Check if you may need any files):
HestonSQP-DE-SA\CharacteristicFunctionLib.m
...............\fftpricer.m
...............\LewisCallPricingFFT.m
...............\outputHeston.mat
...............\residualPriceFFT.m
...............\rmsefun.m
...............\rngState.mat
...............\rngStateNew.mat
...............\scriptCompareOptimizer.m
...............\Simulated Annealing\myOutputSA.m
...............\...................\myOutputSAHybrid.m
...............\.QP\BoundConstraints.m
...............\...\GradientEval.m
...............\...\HessApprox.m
...............\...\modSQP.m
...............\...\quadOpt.m
...............\...\solveLS.m
...............\Simulated Annealing
...............\SQP
HestonSQP-DE-SA