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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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eil51
在http://elib.zib.de/pub/Packages/mp-testdata/tsp/tsplib/tsp/上下载eil51地图,以eil51.tsp与源程序存在一起(at http :// elib.zib.de/pub/Packages/mp- testdata/t sp/tsplib/tsp/eil51 download maps, eil51.tsp to exist together with the source)
- 2006-06-07 14:28:19下载
- 积分:1
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mghf_twobody
This is implementation of culver filter
- 2014-08-31 14:21:00下载
- 积分:1
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gabp
说明: 用多种方式进行神经网络模拟,比较了多种模拟方法的优劣(In many ways the neural network simulation to compare the advantages and disadvantages of various simulation)
- 2011-04-06 19:39:21下载
- 积分:1
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The-ant-algorithm-matlab-simulation
The ant algorithm matlab simulation(The ant algorithm matlab simulation
)
- 2011-10-15 21:09:51下载
- 积分:1
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music
关于信号处理的新算法,可以用于谐波简谐波检测等(New signal processing algorithms can be used for harmonic simple harmonic detection)
- 2013-03-29 13:53:21下载
- 积分:1
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GP_Algorithm
距离函数用matlab实现的距离函数用matlab实现的(Distance function using matlab matlab realize the distance function)
- 2012-09-24 11:05:28下载
- 积分:1
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Attachments_20131112
ebook for learning latex
- 2013-12-24 05:05:34下载
- 积分:1
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四轮转向车辆(4WS) MATLAB_SIMULINK
说明: 四轮转向车辆(4WS)前后轮以及横摆角侧偏角之间的传递函数(Transfer function between front and rear wheels and yaw angle of 4WS)
- 2020-07-04 00:20:02下载
- 积分:1
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LightCompensate
基于matlab实现的图像的光照补偿程序,可以有效提高图像的对比度(Matlab implementation of image-based illumination compensation program that can effectively improve the contrast of the image)
- 2013-07-12 22:07:31下载
- 积分:1