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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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BNB20_new
建立有约束条件的非线性规划方程组,用MATLAB解决问题(Solving nonlinear programming problems)
- 2017-08-16 11:26:39下载
- 积分:1
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lambda
求解机组组合问题,典型算法,,,,,,,,,(The algorithm of solving the problem of unit combination can quickly calculate the result)
- 2020-07-03 23:40:02下载
- 积分:1
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光伏电池MPPT
说明: MATLAB SIMULINK仿真程序,主要实现光伏电池及其最大功率点跟踪。(Matlab Simulink simulation program, mainly to achieve photovoltaic cells and their maximum power point tracking.)
- 2021-04-18 09:18:58下载
- 积分:1
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matlab
MATLAB 中文论坛相关帖子汇总 (failed to translate)
- 2011-01-14 17:34:49下载
- 积分:1
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MATLAB
matlab.蚁群算法,最优路径,在其他网上找到的,感觉可以用(Matlab. ant colony algorithm, optimal path, found in other online, the feeling can be used)
- 2014-11-13 20:00:35下载
- 积分:1
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FEM_2Dor3D_modeshapes.m
FEM analysis of mode shape
- 2011-12-10 08:30:33下载
- 积分:1
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wavelet1
The what,how,and why of wavlet shringkage denoising.(The what, how, and why of wavlet shringkage denoising.)
- 2007-12-10 14:07:09下载
- 积分:1
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QAM
说明: 通信系统中一种常见的数字调制方法,16—QAM调制(QAM)
- 2010-04-21 10:35:19下载
- 积分:1
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MUSIC
阵列信号对波达方向估计(DOA)的经典算法——MUSIC算法(Array signal to the wave of direction estimation (DOA) algorithm, the classical MUSIC algorithm)
- 2012-07-31 12:23:51下载
- 积分:1