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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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jingdiandeLBG
说明: 高光谱遥感图像压缩的lbg算法,十分经典(Hyperspectral remote sensing image compression lbg algorithm, very classic)
- 2010-04-11 15:01:29下载
- 积分:1
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solvecone
Conical flow field solver
- 2013-07-20 23:15:49下载
- 积分:1
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PVarray_Grid_IncCondReg_det5
L型分布式光伏集群并网逆变器控制模块,通过电压和无功控制,实现就地消纳。(L Distributed PV clusters and grid-connected inverter control module, the voltage and reactive power control, to achieve local consumptive.)
- 2021-04-05 16:19:03下载
- 积分:1
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binary-lms
designing of fir filter by adaptive algorithm like binary lms algorithm
- 2015-01-23 13:16:44下载
- 积分:1
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corrosin
一个基于图像腐蚀的应用,检测钢筋数目,省却时间(An application to detect the number of image-based reinforcement corrosion, save time)
- 2013-11-27 21:07:51下载
- 积分:1
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NSGA-II
说明: 电网优化,能够用于分布式电源的选址定容,也可以用于电网的网架优化计算等等(Power network optimization)
- 2020-06-28 16:20:01下载
- 积分:1
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Simpson2
说明: 该代码利用复化辛普深公式求给定函数的数值积分,已知该函数的等分区间。(The code deep with Combined Formula Simpson numerical integration of a given function, the function of the decile range is known.)
- 2011-03-18 21:52:39下载
- 积分:1
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aa
说明: 对JAKE信道模型的仿真,该模型常用于OFDM系统中,很有用。(Simulation Of Jakes Model)
- 2013-04-26 17:48:22下载
- 积分:1
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CooperativeDiversity
瑞利信道下的AAF,DAF协作分集的实现主函数源码(Rayleigh channel under the AAF, DAF collaboration Diversity realize the main function of the source)
- 2008-05-30 22:04:27下载
- 积分:1