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Monte-Carlo1
应用蒙特卡罗模拟方法计算期权价格
统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及
此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
(Application of Monte Carlo simulation method of calculating the option price statistics, also known as Monte Carlo simulation method (Monte-Carlo) methods. Because textbooks are usually almost do not involve this content. Not many people understand. Heard of people often see it as a statistical mechanics or nuclear physics disciplines, such as specialized tools. Rarely thought about this method and their own research work has anything to do.)
- 2020-11-25 14:59:32下载
- 积分:1
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a
说明: .编程实现编程统计BUF字节数据区中0的个数。下面已给出一种方法,请对所给程序验证后,自编出另外一种程序实现。(. Programming Programming Statistics BUF 0 bytes of data area number. The following has been given a method, validated on a given procedure, another procedure to achieve self out.)
- 2010-12-08 10:08:21下载
- 积分:1
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Continuous-system-discretization
连续系统离散化,欧拉梯形公式、三阶龙格-库塔法、汉明积分法、状态转移法(Continuous system discretization Euler trapezoid formula, the third-order Runge- Kutta method, Hamming integration method, the state transition method)
- 2012-06-22 23:26:38下载
- 积分:1
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Plscmd
partial least square matlab code.
- 2009-04-01 06:15:39下载
- 积分:1
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fft
说明: 关于fft的相关问题都有``````` 1111111111111111(Some promblem about fft.```````111111111111``)
- 2010-04-24 21:56:44下载
- 积分:1
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5-9--14
we address the design of economical
recursive generalized comb filters (GCFs) by proposing an ef-
ficient technique to quantize the multipliers in the z-transfer
function employing power-of-2 (PO2) terms. GCFs are efficient
anti-aliasing decimation filters with improved selectivity and
quantization noise rejection performance around the so-called
folding bands with respect to classical comb filters. The proposed
quantization technique guarantees perfect pole–zero cancelation
in the rational z-transfer function of the GCFs, thus totally
avoiding instability problems. Moreover, we propose the use of a
simple droop compensator for the sake of recovering the passband
droop distorting the useful digital signal in the baseband. A design
example is proposed with the aim of showing the application of
the proposed technique, and a practical architecture of a sample
third-order GCF is discussed.
- 2014-09-05 14:49:45下载
- 积分:1
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C-program-of-PID-algorithm
本文件详细说明了PID算法Matlab仿真程序和C程序(Matlab simulation program and C program of PID algorithm)
- 2013-10-15 16:23:52下载
- 积分:1
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fig5_SOM
The sourcecode of Universally-Convergent Squared-Operator Iteration Methods for fig5 using SOM
- 2013-12-03 20:55:54下载
- 积分:1
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MIMO_capacity
this code introduces the simple MIMO capacity
- 2009-05-18 06:55:21下载
- 积分:1
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GT
说明: 在无线传感器网络中,节点间的重复博弈,最后得到最优解,使系统性能最佳状态(In wireless sensor networks, repeated games between nodes, and finally get the optimal solution, so that system performance status)
- 2015-11-02 17:35:14下载
- 积分:1