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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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MechanicalFrictionwithSimulinkandPhysicalModeling
用simulink做的机械系统的摩擦模型,希望对大家有帮助。(Mechanical Friction with Simulink and Physical Modeling)
- 2010-11-24 10:03:53下载
- 积分:1
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FCMclust
说明: FCM聚类算法的MATLAB实现,使用m文件编程实现函数(This is the program about FCM.)
- 2011-02-26 18:54:53下载
- 积分:1
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OMP2
2维的图像压缩重构程序,很好的程序,可以运行(CS omp agritourism
)
- 2012-04-13 16:01:29下载
- 积分:1
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LDPC2
LDPC编译码算法,研究编码效率、帧长与吞吐量的三维关系,且添加了无编码是的比较关系图。(LDPC encoding and decoding algorithms, the study coding efficiency, the three-dimensional relationship of the frame size and throughput, and add non-coding comparison diagram.)
- 2013-05-17 20:40:26下载
- 积分:1
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SpectrumEstimationWelchMethod
基于Welch算法的经典功率谱估计的Matlab分析,从经典功率谱估计周期图法原理入手,借助Welch 算法对其进行修正(Matlab Simulation Analysis of Power Spectrum Estimation Based on Welch Method,int roduces the principles of Periodogram method of classical PSD estimation,and makes use of Welch to amend Perodogram method)
- 2010-08-27 16:51:19下载
- 积分:1
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BpAlgorithmFunction
采用BP算法进行函数拟合,收敛速度较快。(BP function fitting algorithm, convergence faster.)
- 2007-04-27 13:15:54下载
- 积分:1
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jianmingjiaocheng
matlab算法大全,包含了许多常用算法的matlab源代码,是数学建模等的必备工具(matlab algorithm Daquan, contains many commonly used algorithm matlab source code, is an indispensable tool for mathematical modeling)
- 2011-09-04 15:47:11下载
- 积分:1
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89346499sr
产生随机共振现象的输入输出信噪比曲线,运用龙格库塔算法求解朗之万方程,进而实现随机共振系统(the realization of stochastic resonance systems)
- 2020-11-15 17:59:41下载
- 积分:1
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abcd_OFDM-2
基于ZF检测的OFDM,实现OFDM系统基本原理的仿真(ZF detection of OFDM-based simulation)
- 2010-11-15 16:29:00下载
- 积分:1