网站首页

brownianbridge

于 2009-03-23 发布文件大小:1KB

 0  62

下载积分: 1 下载次数: 9

我要下载

代码说明：

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)

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

carlicense
车牌识别系统，一个比较实用的程序，不过移植性不是很高(License plate recognition system, a more practical procedure, but portability is not very high)

2010-06-21 18:25:34下载

积分：1
Image-segmentation-Extraction
这个matlab程序实现了目标对象的图像分割与提取技术，附件里的程序以车牌的检测与识别为例，效果非常好。(The matlab program to achieve the target object' s image segmentation and extraction technology, in the annex of the procedures for license plate detection and recognition, for example, the effect was very good.)

2009-12-10 19:37:32下载

积分：1
moderncommunicationinmatlab
Matlab平台的著名仿真环境Simulin作为一种专业和功能强大且操作简单的仿真工具，目前已被越来越多的工程技术人员所青睐，它搭建积木式的建模仿真方式既简单又直观，而且已经在各个领域得到了广泛的应用(Matlab platform simulation environment known as a professional and Simulin powerful and easy to operate the simulation tool, has been an increasing number of engineering and technical personnel favored by its building-block structures in the modeling and simulation approach is simple and intuitive, and in various fields has been widely used)

2008-07-14 20:42:42下载

积分：1
TSPga
说明：标准遗传算法求解TSP。算法采用交叉、变异、赌转轮选择(Genetic Algorithm for TSP)

2010-04-27 08:32:05下载

积分：1
Desktop
追赶法解数学方程，主要用于数值运算，希望对大家有帮助(Solving mathematical equations to catch up, mainly for numerical computation, we want to help)

2011-04-28 21:56:02下载

积分：1
interp_correlation1
信号提取是信号处理的一个重要技术，如何评价提取信号的性能，相关系数就是一个很好的评价指标！(signal from the signal processing is an important technology, how to assess the performance of signal extraction, the correlation coefficient is a good evaluation index!)

2006-06-29 17:05:11下载

积分：1
iso_simplicial
Code that performs cardinality constrained optimization for different filter types

2014-09-05 13:23:55下载

积分：1
BufferedByteDemo
BufferedByteDemo BufferedCharDemo

2014-10-23 10:11:58下载

积分：1
LMS-RLS-CMA-equalization
LMS、RLS、CMA自适应均衡算法matlab仿真，出图效果很好。( LMS, RLS, CMA adaptive equalization algorithm matlab simulation, showing good results. LMS, RLS, CMA adaptive equalization algorithm matlab simulation, showing good results.)

2021-04-27 15:48:44下载

积分：1
MUSIC
利用经典music算法对来波方向进行仿真测向(Direction finding by music algorithm)

2019-04-26 14:06:55下载

积分：1

696519资源总数
104213会员总数
20今日下载

brownianbridge

0 个回复

热门标签

热门下载