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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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a1
说明: svd matlab code helps alot for the begginers
- 2013-11-19 03:06:23下载
- 积分:1
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base-paper2
Abstract—A novel algorithm to remove rain or snow streaks
a video sequence using temporal correlation and low-rank
matrix completion is proposed in this paper. Based on the
observation that rain streaks are too small and move too fast
to affect the optical flow estimation between consecutive frames,
we obtain an initial rain map by subtracting temporally warped
frames a current frame. Then, we decompose the initial
rain map into basis vectors based on the sparse representation,
and classify those basis vectors into rain streak ones and outliers
with a support vector machine. We then refine the rain map
by excluding the outliers. Finally, we remove the detected rain
streaks by employing a low-rank matrix completion technique.
Furthermore, we extend the proposed algorithm to stereo video
deraining. Experimental results demonstrate that the proposed
algorithm detects and removes rain or snow streaks efficiently,
outperforming conventional algorithms.
- 2015-07-21 11:46:13下载
- 积分:1
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myLPC2
lpc synthesis for voice
- 2010-07-06 03:24:05下载
- 积分:1
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envireadandwrite
matlab 与ENVI中数据格式转换,可以很好地实现两者之间的数据格式转换,包括enviwrite,enviread等(matlab with ENVI data format conversion, you can achieve a good conversion between data formats, including enviwrite, enviread etc.)
- 2020-10-20 13:37:25下载
- 积分:1
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binous_laplace
Laplace equation solution code using matlab
- 2012-12-02 17:52:07下载
- 积分:1
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001
具有分布荷载的超静定梁分析,这是一个非常典型的例子。(Analysis of statically indeterminate beam with distributed load。)
- 2014-02-12 15:16:22下载
- 积分:1
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ShearLab
压缩感知经典方法,也是单像素相机刚开始使用的方法。(Compressed sensing classical methods, but also the beginning of single-pixel camera, the method used.)
- 2010-10-15 23:29:48下载
- 积分:1
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LSB
实现了最低有效位LSB水印算法。
压缩文件中含有原图,可直接放到Matlab中运行。(We realize the least significant bit (LSB) watermarking algorithm. It contains all the images you need,and it can be run directly in Matlab.)
- 2009-06-19 23:00:39下载
- 积分:1
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advstats(高级统计工具箱)
说明: matlab高级统计工具箱,做统计很方便,也很实用(Matlab Toolbox, do the statistics very convenient and practical)
- 2006-01-24 18:41:39下载
- 积分:1