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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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ssvm
光滑支持向量机程序,用于识别两分类问题,有很好的发展前景,有兴趣可以(Smooth support vector machine procedures used to identify the two classification problems, have good development prospects are interested in can)
- 2008-02-20 11:32:53下载
- 积分:1
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TLS_esprit
此程序为最小二乘ESPRIT算法,本算法是基本ESPRIT算法的一种性能上的改进(This procedure is least squares ESPRIT algorithm, the algorithm is a basic algorithm ESPRIT performance improvements)
- 2021-02-24 17:29:39下载
- 积分:1
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IP1101A-1
IP1101 circuit application
- 2009-11-22 20:28:43下载
- 积分:1
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[emuch.net]
自学matlab的60个小程序,很有用的(Self-matlab 60 program, very useful)
- 2012-05-20 11:46:59下载
- 积分:1
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Npsopudn
partical swarm optimization method for optimize antenna array...
- 2013-08-14 19:30:14下载
- 积分:1
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timg
PSK信号解调中的定时恢复算法,该算法采用的是早晚门算法,效果较好(Timing recovery algorithm used by PSK demodulator.)
- 2015-01-19 09:55:57下载
- 积分:1
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nodegetownerdocument01
method getOwnerDocument returns the Document object associated with this node.
- 2014-01-08 09:42:56下载
- 积分:1
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MATLAB-Corner
使用MATLAB编写的角点检测源代码,并附有用于检测算法的图形(The use of MATLAB prepared corner detection source code, together with the graphics for the detection algorithm)
- 2009-01-05 20:28:42下载
- 积分:1
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outlier
Spatial Outlier Detection Algorithm by Matlab
- 2008-04-22 05:14:29下载
- 积分:1