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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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sift
说明: 该代码经本人亲自测试,完全通过运行,提取的特征点数量较多(I personally tested by the code, completely by running a larger number of feature points extracted)
- 2011-03-21 20:01:03下载
- 积分:1
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AddNoise_A
用于添加噪声,达到去噪的目的.原始数据如果不太理想,去噪是常用的处理方法(Used to add noise to achieve the purpose of de-noising. If the original data is not ideal, de-noising is a common treatment method)
- 2014-12-17 09:33:55下载
- 积分:1
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PTS
PTS算法降低ofdm系统中的峰均功率比(PTS algorithm reduces PAPR ofdm system)
- 2011-01-08 20:47:53下载
- 积分:1
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read_grib1.4.0
读取grid文件,可以处理大容量数据,很有用的程序。( a matlab program,to read grid format files.)
- 2012-04-12 09:21:46下载
- 积分:1
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MATLAB-tutorial-R2010a
MATLAB教程R2010a本书以MATLAB R2010a为基础修订,系统讲解MATLAB基本环境和操作要旨;分章阐述符号计算、数值计算、计算结果可视化及编程精要;举例展现MATLAB精华工具Simulink的功能级和元器件级仿真能力;举例剖析MATLAB界面编辑器的用法和图形用户界面(GuI)的制作要求;简要勾画MATLAB和Word集成一体的Notebook环境。 (MATLAB tutorial R2010a)
- 2012-04-13 20:11:42下载
- 积分:1
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matlab-code-for-image-fusion-using-maximum-method
this is a collection of suite used for image fussion of two images that are pet and mri images mainly. used in medical image processing.
- 2015-03-05 00:02:36下载
- 积分:1
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BP代码
基于反向传播神经网络(Back Propagation, BP)的数据分类简单应用(Simple application of data classification based on Back Propagation (BP))
- 2018-10-11 16:49:39下载
- 积分:1
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concavefalt2
平凹腔激光模式计算程序,利用边界元方法计算,matlab编程!(concave cavity laser mode procedures, the use of the boundary element method, the Matlab programming!)
- 2006-07-03 19:38:33下载
- 积分:1
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work22
一个matlab实现自适应的程序,希望能够给大家提供帮助(a Matlab achieve adaptive procedures, we hope to be able to provide help to)
- 2007-05-15 14:29:44下载
- 积分:1