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BlackScholes

于 2019-03-21 发布文件大小:15KB

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下载积分: 1 下载次数: 5

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代码说明：

期权定价模型与数值方法 BS公式隐含波动率计算(Option pricing model and numerical method Calculation of Implicit Volatility of BS Formula)

文件列表：

delta_price_time.m, 395 , 2012-05-15
DownOutPutMC.m, 527 , 2017-10-29
ImpliedVolatility.m, 461 , 2017-10-29
ImpliedVolatitityCallObj.m, 314 , 2017-10-29
ImpliedVolatitityPutObj.m, 343 , 2017-10-29
run_scrip.m, 3553 , 2017-10-29
ImpliedVolatitity\ImpliedVolatility.m, 511 , 2009-08-03
ImpliedVolatitity\ImpliedVolatitityCallObj.m, 274 , 2009-08-03
ImpliedVolatitity\ImpliedVolatitityPutObj.m, 268 , 2009-08-03
ImpliedVolatitity\MarketValueAndStockPrice.xlsx, 11760 , 2009-08-04
ImpliedVolatitity\TestImpliedVolatility.m, 183 , 2009-08-03
ImpliedVolatitity\VolatilityPrice.m, 348 , 2009-08-03
AsianMC.m, 261 , 2017-10-29
AsianMCCV.m, 725 , 2017-10-29
AssetPaths.m, 381 , 2017-10-29
binpricetest.m, 289 , 2012-05-16
blsDeltaTest.m, 213 , 2012-05-15
blsimpvtest.m, 208 , 2012-05-16
blsmc1.m, 329 , 2017-10-29
BlsMCIS.m, 511 , 2017-10-29
blsprice_Vol.m, 412 , 2012-05-15
blspriceTest.m, 223 , 2012-05-15
ImpliedVolatitity, 0 , 2017-11-02

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CP0201
UWB信号的产生，一定数量的比特经过重复编码，加入TH码，并进行PPM调制，经过成型滤波，输出uwb信号波形(Generating, a certain number of bits UWB signals through repetition coding, TH code, and PPM modulation, after shaping filter, the output signal waveform uwb)

2014-11-24 11:17:52下载

积分：1
Solving
说明：双层优化模型，求解思路是：首先对上层的决策变量编码，代人下层规划模型，通过求解下层模型的决策变量值，代入上层模型计算适应度值，然后进行交叉、变异、选择操作，最后求出最优解(two-layer optimization)

2019-03-21 22:11:31下载

积分：1
Kalman_Filter_Tutorial
Kalman滤波小程序，可对kalman滤波进行简单的演示说明。(Kalman filtering of small procedures, can be simple kalman filtering demo description.)

2007-08-16 22:44:58下载

积分：1
track-using-xiefagncha
这个程序是用matlab实现的车辆跟踪。用到的算法是协方差，包括梯度，rgb颜色，边缘，距离等多种元素。(This program is a vehicle tracking using matlab. The algorithm used is the covariance, including gradient, rgb color, the edge from the other elements.)

2012-07-06 16:20:36下载

积分：1
BBEZZIER_SURRe
贝塞尔曲面显示出来程序源码，里面包含非常常多子程序源码，希望对您有用可直接使用。 (Bezier surface display program source code, which contains very often subroutine source code, I hope you can be used directly.)

2012-07-10 17:10:25下载

积分：1
window
matlab hann hamming window FFT DFT DTFT

2013-11-21 21:52:01下载

积分：1
clusting
有关聚类的所有方法的原理的讲解，重要的是有相应的程序，我运行过，都非常好用，而且用到的标准数据测试都有。(Clustering methods on the principle of all explanation, it is important there is a corresponding procedure, I ran, are very easy to use, and have used the standard data test.)

2010-12-09 10:19:00下载

积分：1
l_curve
l_curve.m L曲线准则。。。。。。。。。。(l_curve.m L_curve principle............)

2010-07-12 20:42:40下载

积分：1
ADifferentiallyCoherentDelay-LockedLoopforSpread-S
详细讲述了直接序列扩频差分锁相环的文章，包含具体的算法结构，并附有仿真结果。(A novel differentially coherent delay-locked loop(DCDLL) for accurate code tracking is proposed for direct sequence spread spectrum systems. Due to the use of the differential decoder and exactly one correlator, the proposed scheme avoids the problems of gain imbalance. The tracking error variance is derived by linear analysis. When the proposed DCDLL scheme is applied in ranging with additive white Gaussian noise (AWGN) channel, the performance of the proposed DCDLL scheme is about 1.4 dB better than that of one-correlator tau–dither loop (TDL), and near that of noncoherent DLL.)

2010-08-03 22:15:08下载

积分：1
图片中的数字识别
说明：可以实现图片中的数字识别，并将识别之后的数字写入文本文件中，数字可以式多行，可以长度不同才可以(But realize the number recognition in the picture, and write the recognized number into the text file.)

2019-12-02 15:54:47下载

积分：1

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