-
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
-
mnfz
IEC闪变测试系统 基于MATLAB 实现 SIMULINK(IEC flicker test)
- 2009-04-13 19:47:21下载
- 积分:1
-
wavelet
一个基于MATLAB的小波模极大值的计算方法(A MATLAB-based wavelet modulus maxima method)
- 2009-11-21 16:27:44下载
- 积分:1
-
live-load-and-deterioration-effects
通过小波理论与回归分析提取桥梁的活载与劣化效应(Live load and deterioration effects of the bridge)
- 2012-04-07 00:37:28下载
- 积分:1
-
zihuigui
这是我在做水文预测时写的一些自回归模型代码(This is what I was doing some hydrological forecasts from the regression model to write code)
- 2010-05-25 14:54:44下载
- 积分:1
-
yanshixitong
利用MATLAB程序编写的语音识别系统界面,很经典(Using MATLAB programming speech recognition system interface, very classic)
- 2014-11-03 14:22:20下载
- 积分:1
-
code
calssification algorithm knn
- 2014-11-26 22:12:05下载
- 积分:1
-
satools
推荐一个实用的Matlab模拟退火工具箱,里面含有非常全的matlab语言模拟退火算法,包括了Matlab函数和6个例程。
(Recommend a practical simulated annealing Matlab toolbox, which contains a very wide of the simulated annealing algorithm matlab language, including the Matlab function and six routines.)
- 2009-06-01 10:16:49下载
- 积分:1
-
VB_ArcObjects(VB)
ArcObjects开发指南,实例的资源文件(ArcObjects development guidelines, examples of resource documents)
- 2007-02-11 09:32:42下载
- 积分:1
-
pedulum_pp
一级倒立摆的pp算法,simulink文件(An inverted pendulum pp algorithm, simulink file)
- 2011-10-02 18:30:32下载
- 积分:1