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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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matchfilter_sin_signal
一个简单正弦信号经过匹配滤波后计算SNR,并绘制时频域图片(Calculated a simple sinusoidal signal after matched filtering SNR, and draw the frequency domain picture)
- 2012-09-06 23:38:40下载
- 积分:1
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qierdonghua
企鹅动画,实现企鹅向前向上运动,并且有月亮和枫叶动(Penguin animation, penguins move forward to achieve upward movement, and has the moon and the Maple Leaf movement)
- 2009-12-30 00:32:26下载
- 积分:1
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spectrum_power
功率谱分析,对采集的脑电信号进行分频段,能量的计算(ower spectrum analysis, the collection points and spectrum of eeg signals, the calculation of energy)
- 2015-11-13 10:46:04下载
- 积分:1
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leader_follower_matrix
leader-follower聚类算法的matlab实现(leader-follower clustering algorithm matlab realize)
- 2008-04-16 16:18:16下载
- 积分:1
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resize
图像的缩放,采用两种方法,可以直接运行。向后映射,1.最近领域法,2.双线性插值法(Image scaling, two methods can be run directly. Backward mapping, a recent field of law, (2) bilinear interpolation)
- 2014-11-26 00:38:59下载
- 积分:1
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MLP
MLP Multi-Layer Perceptron
- 2014-12-31 01:36:56下载
- 积分:1
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yasuobao
请点击1.m运行文件(运行环境为matlab2008a)
注:不可直接运行1.fig 需使用1.m文件
附:输入各设备及物流量子窗口参数信息说明:请依次输入该零件所需的设备号,两个y设备号之间填入这两个设备间的物流量,例如一个零件需要的设备一次为3,5,7,其中3和5的物流量为10,5和7的物流量为20,则应按如下的格式输入3,10,5,20,7。只需输入数字即可,无需输入标点符号。且零件的排序为最下面的一行为零件1,向上依次递加。">
- 2013-05-17 10:07:55下载
- 积分:1
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MIMO_OFDM-symbol-syn
一种等周期的伪叠加Zadoff-Chu序列的
集中式和分布式MIMO同步算法, 并进行了仿真。(method with Zadoff-Chu sequence)
- 2012-03-22 16:05:08下载
- 积分:1
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dijkstra
dijkstra算法的最短路径MATLAB程序 能够有效搜索最短路径(dijkstra shortest path algorithm MATLAB programs can effectively search the shortest path)
- 2011-08-17 23:23:50下载
- 积分:1