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Monte-Carlo1
应用蒙特卡罗模拟方法计算期权价格
统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及
此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
(Application of Monte Carlo simulation method of calculating the option price statistics, also known as Monte Carlo simulation method (Monte-Carlo) methods. Because textbooks are usually almost do not involve this content. Not many people understand. Heard of people often see it as a statistical mechanics or nuclear physics disciplines, such as specialized tools. Rarely thought about this method and their own research work has anything to do.)
- 2020-11-25 14:59:32下载
- 积分:1
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RayleighFading_generationIDFT
离散傅立叶变换法实现瑞利衰落信道
参考文献The Generation of Correlated Rayleigh Random Variates by Inverse Discrete Fourier Transform(The Generation of Correlated Rayleigh Random Variates by Inverse Discrete Fourier Transform)
- 2010-08-12 19:31:18下载
- 积分:1
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S3C2416-manual---Chinese
S3C2416芯片手册-中文不完整版
S3C2416 chip manual - incomplete in Chinese version(S3C2416 chip manual- incomplete in Chinese version)
- 2014-08-28 10:54:27下载
- 积分:1
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UKF
基于非线性动力系统的无迹卡尔曼滤波matlab程序(onlinear state estimation is a challenge problem. The well-known Kalman Filter is only suitable for linear systems.
The Extended Kalman Filter (EKF) has become a standarded formulation for nonlinear state estimation.
However, it may cause significant error for highly nonlinear systems because of the propagation of uncertainty through the nonlinear system.
The Unscented Kalman Filter (UKF) is a novel development in the field)
- 2013-01-27 23:31:41下载
- 积分:1
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msjg
利用马斯京根原理,根据水文气象等历史数据进行下一时段的预测。(According to Muskingum principle,the forecast of the next time can be drawn by the historical hydro-meteorological data.)
- 2012-02-03 21:39:21下载
- 积分:1
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Gauss_filter_PSD_Xcorr
用MATLAB实现高斯滤波器,求自相关函数和pds功率谱密度(Gaussian filter with a MATLAB implementation, find the autocorrelation function and power spectral density of pds)
- 2011-05-07 19:27:13下载
- 积分:1
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RELP_matlab-central
This is a simulation of Regular Pulse Excited Long Term Predictor used in
GSM 6.10.
- 2014-09-27 22:09:38下载
- 积分:1
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qao-V1.7
借鉴了主成分分析算法(PCA),IMC-PID是利用内模控制原理来对PID参数进行计算,数据模型归一化,模态振动。( It draws on principal component analysis algorithm (PCA), The IMC- PID is using the internal model control principle for PID parameters is calculated, Normalized data model, modal vibration.)
- 2017-05-25 18:43:11下载
- 积分:1
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daqstopbutton
Matlab source code for engineer
- 2010-07-21 00:29:37下载
- 积分:1
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Bayessiandecisiontask
使用MATLAB编程,采用贝叶斯分类方法实现的一个具体程序实例,已调试成功(Using the MATLAB programming, the use of Bayesian classification to achieve a specific application instance, has been successful commissioning)
- 2010-12-03 10:04:19下载
- 积分:1