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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

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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  • Comparative_study
    DF schemes provide better performance than the AF schemes. However DF schemes are more computationally intensive at the RS. Also transmit diversity seems to perform better than receive diversity. However receive diversity does not need the BS to transmit during the second phase. Hence it can schedule another user in this slot. The benefit of receive diversity will be visible when we do network simulations
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    积分:1
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    2007-05-03 16:32:07下载
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    上传几个关于线阵RLS算法、圆阵LMS算法、矩形波以及SNR的matlab源代码,都可以出图,希望对大家有用!(From a few RLS algorithm on the linear array, circular array LMS algorithm, as well as the SNR of the rectangular wave matlab source code, can be a diagram, useful for all of us hope!)
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