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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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zishiyinglvbo
matlab自适应滤波器实现。性能比较:估计值与真实值之差
(matlab adaptive filter implementation. Performance comparison: estimated value and the true value of the difference)
- 2013-07-11 20:19:18下载
- 积分:1
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chapter8
基于量子遗传算法的函数寻优算法的Matlab程序实现(Based on quantum genetic algorithm function optimization algorithm Matlab procedures)
- 2014-02-19 12:11:58下载
- 积分:1
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leachvsdeec
deec and leach protocol
- 2012-04-15 02:58:01下载
- 积分:1
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WSN
非常齐全的wsn定位matlaB仿真程序(wsn matlab process)
- 2011-06-09 19:07:54下载
- 积分:1
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ex7
用同步检波法解调DSBSC信号通信模拟调制仿真(DSBSC demodulated signal communication with analog modulation simulation synchronous detection method)
- 2014-10-22 19:38:38下载
- 积分:1
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Levenberg-Marquardt
这里有个Levenberg-Marquardt算法的程序和ppt介绍(Here' s a Levenberg-Marquardt algorithm described procedures and ppt)
- 2011-11-03 00:50:22下载
- 积分:1
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ybxc
这个可以用在元胞自动机仿真车流里增加新车进入(add it)
- 2014-02-09 21:19:37下载
- 积分:1
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基于均匀线阵的MUSIC算法的DOA估计
说明: 基于天线阵列协方差矩阵的特征分解类DOA估计算法中,多重信号分类(MUSIC)算法具有普遍适用性,只要已知天线阵的分布形式,无论直线阵还是圆阵,不管阵元是否等间隔分布,都可以得到高分辨率的估计结果。(In the DOA estimation algorithm based on eigendecomposition of antenna array covariance matrix, the multi signal classification (Music) algorithm has universal applicability. As long as the distribution form of antenna array is known, whether the linear array or the circular array, whether the array elements are equally spaced or not, the high-resolution estimation results can be obtained.)
- 2020-06-11 18:00:23下载
- 积分:1
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Solution-24point
haskell实现24点,输出所有可能的计算式(haskell, calculating the 24 point, inputing all the method to get 24)
- 2014-11-17 22:39:34下载
- 积分:1