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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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1289
基于matlab平台的一些简单实用程序,大家一起共享实用程序。(Matlab platform based on some simple utility, we work together to share utilities.)
- 2010-03-12 18:03:32下载
- 积分:1
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Notch_Filter
an implementation of Notch_Filter in matlab for image processing
- 2009-03-20 14:41:34下载
- 积分:1
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MATLABPPT
MATLAB的教程 简单明了 适合初学者 及其相应的实验(Simple MATLAB tutorial for beginners and their corresponding experimental)
- 2009-05-08 17:11:12下载
- 积分:1
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EEG-data-analysis-for-BCI
document for code of brain compture interface with EEG Signal
- 2011-01-04 22:58:44下载
- 积分:1
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T_C_M
matlab simulink 实现TCM网格编码调制仿真。较好调试。(Matlab Simulink TCM Trellis Coded Modulation simulation. Better debugging.)
- 2012-05-28 20:05:07下载
- 积分:1
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denoisingFilters
denoising filters such as Average, Median, Gaussian, Wiener, Min-order-statistic, Maxorder-statistic and Median-order-statistic are used. Based on the images obtained by the mentioned
filters, it is become obvious clear that for the given noisy image the Min filter acted much better than
the other filters. Order-statistic Median and Gaussian filters are the ones that have a second and third
good result respectively. That is way can conclude that the existing noise in the given image was Salt
noise.
- 2013-12-11 17:12:40下载
- 积分:1
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Vumat-Hashin-Failure-criterion
ABAQUS vumat subroutine for user defined materials using Hashin 3D Failure criterion model in finite element simulation
- 2021-03-25 20:19:13下载
- 积分:1
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1
说明: Numerical Analysis\Numerical Analysis-Numerical Methods Using MATLAB(Numerical AnalysisNumerical Analysis-Numerical Methods Using MATLAB)
- 2008-12-15 02:37:53下载
- 积分:1
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masplinehh
用途:三阶样条插值(一阶导数边界条件)
格式:m=maspline(x,y,dy0,dyn,xx), x为节点向量,y为数据,
dy0,dyn为左右两端点的一阶导数如果xx缺省,则输出各节点的
的一阶导数值,,m为xx的三阶样条插值(Uses: third-order spline interpolation (first order derivative boundary condition) format: m = maspline (x, y, dy0, dyn, xx), x is the node vector, y for the data, dy0, dyn left and right ends of points a derivative, if xx default, then the output of each node of the of a first derivative values,, m for the third-order spline interpolation xx)
- 2009-12-16 16:38:40下载
- 积分:1