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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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xiaobopufenximallatsuanfaingdianchengxu
小波谱分析mallat算法经典程序,希望对大家有用(Mallat algorithm for spectral analysis of small classical procedures, in the hope that useful to everybody)
- 2008-03-30 00:34:05下载
- 积分:1
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Load_Blancing_Symet_891df115
it is a very good program too about load balancing
- 2012-06-02 03:03:12下载
- 积分:1
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Tsai-Mat
此代码为摄像机标定程序,是用Tsai方法进行标定,在MATLAB环境下编辑(this code for the camera calibration procedures, Tsai method is used for calibration in MATLAB Environment Editor)
- 2007-05-23 20:23:28下载
- 积分:1
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Singer
singer模型,很好的目标跟踪代码,经测试好用(singer model, good target tracking code has been tested and easy to use)
- 2021-02-20 22:29:42下载
- 积分:1
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bysj9
自适应编码调制。cvsd编码实现,译码实现(Adaptive modulation and coding. cvsd Coding, decoding achieve)
- 2011-05-14 21:11:58下载
- 积分:1
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Independent-CoAn
Advances of Research in Independent Component Analysis
- 2014-02-20 08:04:50下载
- 积分:1
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编码及误差分析QUANTIZE
u率pcm编码,还有误差分析,通信原理实验的一个例子(u rate PCM coding, error analysis, communication principle of an experimental examples)
- 2005-06-05 21:17:15下载
- 积分:1
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SVM
支持向量机算法的Matlab实现,希望能对大家有所帮助!(Matlab Support Vector Machine algorithm to achieve, I hope you can help!)
- 2010-06-01 15:32:36下载
- 积分:1
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crad
Cognitive Radio / Cognitive Network System simulator in matlab source code.
To Simulate Cognitive Radio System which is so effective that it can harvest more band-width in highly desired bands than is currently in use!
- 2010-06-04 00:50:35下载
- 积分:1