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fai_ke53

于 2017-03-25 发布 文件大小:6KB
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代码说明:

  小波包分析提取振动信号中的特征频率,包括 MUSIC算法,ESPRIT算法 ROOT-MUSIC算法,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。( Wavelet packet analysis to extract vibration signal characteristic frequency, Including the MUSIC algorithm, ESPRIT algorithm ROOT-MUSIC algorithm, Monte Carlo simulation method of calculating the American option price and basic description.)

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fai_ke53.m,10536,2017-03-25

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