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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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Numerical_Methods_using_MATLAB.pdf
Numerical Methods using Matlab - 3ed.
John Matheus and Kurtis Fink
1999
- 2010-09-30 12:27:11下载
- 积分:1
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Jacobi
jacobi算法求解线性方程组,迭代算法。(jacobi algorithm for solving linear equations, iterative algorithm.)
- 2011-11-24 01:03:00下载
- 积分:1
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nrlfppg_14bus
This is inportent program for energy sector engineers. This matlab code is based on Newton Rapshion load flow calculations. Use it.
- 2009-05-04 19:22:33下载
- 积分:1
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Matlab_update_LMS
System identification with adaptive filter using full and partial-update Least-Mean-Squares
- 2009-05-22 23:08:01下载
- 积分:1
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s-function3
通过实际的例子学习simulink中s函数的使用及编写(Learning through practical examples of the use of the simulink s in function and write)
- 2013-01-25 13:53:41下载
- 积分:1
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GMM
内含visual C++和MATLAB代码,利用高斯呼喝模型进行背景建模,自适应确定高斯分量的个数,由Z.Zivkovic开发,相关文章是 Improved adaptive Gausian mixture model for background subtraction(Containing visual C++ and MATLAB code, the use of Gaussian background modeling feeding model, adaptive determine the number of Gaussian components, developed by Z.Zivkovic related article Improved adaptive Gausian mixture model for background subtraction)
- 2014-10-07 09:56:19下载
- 积分:1
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Pole-placement-method
good work on Pole placement method
- 2013-10-13 19:06:47下载
- 积分:1
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adaptive
The given code contain Matlab code for the adaptive thresholding, This technique is more efficient than the normal gray level thresholding
- 2015-03-28 13:53:10下载
- 积分:1
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原始RRT
RRT 的思想是快速扩张一群像树一样的路径以探索(填充)空间的大部分区域,伺机找到可行的路径。(The idea of RRT is to rapidly expand a group of tree-like paths to explore (fill) most areas of space, waiting for the opportunity to find feasible paths.)
- 2020-06-21 15:00:02下载
- 积分:1