登录
首页 » matlab » eur_call_dw

eur_call_dw

于 2011-04-01 发布 文件大小:1KB
0 103
下载积分: 1 下载次数: 1

代码说明:

说明:  用对偶法(underlying_dw),给定2M条样本轨道,给出一个欧式看涨期权的价格(With the dual method, sample path of a given article 2M, given the price of a European call option)

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • MATLABSimuationofvariblemassrigid-body6DOF
    说明:  变质量刚体模型的6自由度运动matlab仿真程序(Variable mass rigid-body model of 6-DOF movement matlab simulation program)
    2008-10-27 10:17:47下载
    积分:1
  • homomorphic
    it is homomorphic matlab code
    2012-01-08 01:03:39下载
    积分:1
  • Example7_MakingLibraries
    codewarrior hc12 生成库函数源码(codewarrior hc12 Generation library functions FOSS)
    2007-01-12 16:34:54下载
    积分:1
  • textcode
    MATLAB program of texture smoothing
    2013-12-07 01:32:50下载
    积分:1
  • wind-power-system
    PSIM9.0,风力发电控制,PSIM很好用的,电力电子仿真的话(PSIM9.0, wind power control, PSIM well used, the words of power electronic simulation)
    2013-12-11 00:00:55下载
    积分:1
  • lsm-rbf
    说明:  一种最小二乘法的RBF网络 ---------------------------------- radical basis function neural network ------------------------------------------ clear all close all global sp k w2 b2 unitcenters alldatanum=400 traindatanum=300 testdatanum=100 sp=8 errorlimit=0.1 u=rand(1,alldatanum+10) y=zeros(1,alldatanum+10) for i=4:alldatanum+3 y(1,i)=1.5*y(1,i-1)*y(1,i-2)*y(1,i-3)/(3+y(1,i-1)+y(1,i-2)*y(1,i-2)+... y(1,i-3)*y(1,i-3)*y(1,i-3))+u(1,i)+u(1,i-1)+u(1,i-2) 。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。(radical basis function neural network ------------------------------------------ clear all close all global sp k w2 b2 unitcenters alldatanum=400 traindatanum=300 testdatanum=100 sp=8 errorlimit=0.1 u=rand(1,alldatanum+10) y=zeros(1,alldatanum+10) for i=4:alldatanum+3 y(1,i)=1.5*y(1,i-1)*y(1,i-2)*y(1,i-3)/(3+y(1,i-1)+y(1,i-2)*y(1,i-2)+... y(1,i-3)*y(1,i-3)*y(1,i-3))+u(1,i)+u(1,i-1)+u(1,i-2) 。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。)
    2011-04-13 10:26:06下载
    积分:1
  • car_detect
    检测交通视频中的汽车,运行环境必须是matlab2009a以上版本,里面有程序和测试视频(car detect with matlab)
    2010-05-25 13:45:34下载
    积分:1
  • minconSimpSearch2
    在做复合形法优化时,用到《精通MATLAB最优化设计》一书中的复合形法程序,发现做其他例题时运行不了。去掉bug后,改进如下,如果你遇到同样问题,不妨下来试试。如果你没有Funval.m,可以将程序中的Funval函数换成subs(In doing complex method optimization, use the " Mastering MATLAB Optimization Design," a book of complex method program, found other examples can not do when running. After removing the bug, improvements are as follows, if you encounter the same problem, we might try it. If you do not Funval.m, the program can be replaced by a function of Funval subs)
    2014-01-16 11:13:46下载
    积分:1
  • tdoa3mic
    3麦克风tdoa定位matlab仿真代码(3, positioning the microphone tdoa matlab simulation code)
    2020-08-27 10:18:13下载
    积分:1
  • experiment
    环节离散化非线性仿真程序.这是课程学习中使用的例程,希望对大家有用。(Aspects of discrete non-linear simulation program. This is a course of study used in the routine, the hope that useful.)
    2012-05-10 11:13:11下载
    积分:1
  • 696518资源总数
  • 104269会员总数
  • 42今日下载