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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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43680507w_pulse_compress_LFM
应用matlab编程算法实现的匹配滤波器的编程源码(Matlab programming algorithm applied to achieve the programming source code matched filter)
- 2009-12-26 23:49:34下载
- 积分:1
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Shuangseqiu
一个模拟双色球红色篮球的抽奖程序,以及部分matlab复杂网络模拟程序(An simulation program about the welfare lottery )
- 2011-01-22 22:07:40下载
- 积分:1
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p6
说明: 西南科技大学MATLAB符号计算相应程序的详细ppt,推荐(matlab ppt)
- 2010-06-21 15:12:02下载
- 积分:1
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matlab
matlab论文,对于一些人可能有用的。第一次上传,不是很精通。呵呵(matlab papers may be useful for some people. The first upload is not very proficient. Hehe)
- 2009-12-14 21:20:57下载
- 积分:1
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06mce001
This project describes identification of number plate from vedio.
- 2009-02-19 17:37:08下载
- 积分:1
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FcmImage
说明: 用matlab实现Fcm分割图像,只需在matlab中调用main(image,C)即可,其中Image需为事先加载好的jpg文件,C为分类数。(Fcm Classify Digital Images By Matlab.)
- 2010-04-10 14:32:55下载
- 积分:1
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mimo
MIMO无线通信 仿真代码MATLAB环境下 均能实现 是初学无线通信很好的材料 (MATLAB simulation code for MIMO wireless communication environment, wireless communication can achieve a very good material for beginners)
- 2011-05-21 17:50:26下载
- 积分:1
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FDTD1_m
Is a simulation in 2D in FTDT in matlab
- 2010-06-03 09:53:09下载
- 积分:1
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PCM
基于matlab的PCM调制的程序源代码(Based on the matlab source code modulation PCM)
- 2013-05-25 19:29:53下载
- 积分:1