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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
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histograms-rgb
a simple code for make a diffrent a color histograms.....enjoyyyy
- 2011-05-03 00:48:12下载
- 积分:1
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nine
Card game Nine, developing attention.
- 2014-08-22 18:49:00下载
- 积分:1
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chaoshengxiangkongzhen
说明: 形态的各异的超声相控阵,测试使用,功能强大(For Cyclic Cross Function Computation Time Delay Adaptive Computation of Sound Velocity)
- 2021-03-31 09:39:09下载
- 积分:1
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一系列Y DSFF YTR TYT
dsff tery y ytr ytry tyt-dsff tery y ytr ytrytry tyt
- 2022-02-07 14:30:12下载
- 积分:1
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path_following
结合carsim-simulink,设计路径跟踪算法。(Combined with carsim-simulink, the path tracking algorithm is designed.)
- 2018-10-16 15:16:27下载
- 积分:1
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PMSM_SMO_atan
说明: 基于滑膜SMO的无传感器PMSM控制系统,效果不错(Sensorless PMSM control system based on synovium SMO has good effect)
- 2020-04-22 18:51:16下载
- 积分:1
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jiediandianya
matlab节点电压法算电路电压,很简单的学习资料(matlab calculating circuit voltage of the node voltage method, a very simple learning materials)
- 2013-10-21 23:28:08下载
- 积分:1
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The program gives an advantage of using Matlab boundary conditions upml good exa...
该程序用Matlab给出了一个利用upml边界条件的很好的示例-The program gives an advantage of using Matlab boundary conditions upml good example of
- 2023-03-15 01:45:04下载
- 积分:1
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DEKF
Dual kalman filter for battery charge estimation
- 2013-10-09 04:57:41下载
- 积分:1