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brownianbridge
An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results(An example case is considered to price an option at a maturity of T years- prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results)
- 2009-03-23 22:29:02下载
- 积分:1
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gengbao
这是一个好用的频偏估计算法的matlab仿真程序,基于混沌的模拟退火算法,数据包传送源码程序。( This is a useful frequency estimation algorithm matlab simulation program, Chaos-based simulated annealing algorithm, Data packet transfer source program.)
- 2016-11-13 17:58:11下载
- 积分:1
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4pam
4pam的误码率蒙特卡洛仿真,理论值仿真值比较,噪声方差为不同值的星座图(Simulation of 4pam bit error rate and comparison of theoretical value simulation value)
- 2020-11-30 19:59:27下载
- 积分:1
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poledemo
这个是一个倒立摆的控制设计程序,用
c写的可执行文件(This is an inverted pendulum control design procedure)
- 2011-10-20 09:47:57下载
- 积分:1
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Rayleigh-fading-in-MRC
Rayleigh in MRC scheme
- 2013-09-01 17:20:10下载
- 积分:1
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Data-Warehousing
What is a data warehouse?
Data warehouse architecture
From data warehousing to data mining
- 2015-01-08 13:13:48下载
- 积分:1
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visualC_matlabImageProcessing_Sourcecode
VC++和MATALB混合编程,图象处理(源码)(VC++ and MATALB mixed programming, image processing (source code))
- 2010-07-18 11:30:59下载
- 积分:1
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pso1
标准的粒子群算法,还有几个简单的粒子群函数,并作出了简单的分析(The standard particle swarm algorithm, there are a few simple function of particle swarm, and made a simple analysis)
- 2010-09-06 15:12:04下载
- 积分:1
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Artificial-neural-network
说明: 基本源代码程序,针对Artificial neural network人工神经元网络书中的源代码实例(Artificial neural network)
- 2011-03-06 12:23:11下载
- 积分:1
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matlab
说明: 自相关法实现doa ;实现ula阵列信号处理,(Autocorrelation method to achieve doa achieve ula array signal processing,)
- 2011-03-30 22:08:52下载
- 积分:1