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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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Final
Neural network based ship heading control
- 2009-04-02 13:33:59下载
- 积分:1
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jiexiangguanlms
自适应滤波器的接相关lms算法基于matlab的实现,其中各种参数可以自行修改进行对比(Access-related adaptive filter LMS algorithm is based on the realization of matlab, in which various parameters can be modified compared)
- 2008-05-05 15:31:40下载
- 积分:1
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taylor.m
Matlab code for taylor series
- 2013-03-28 19:30:59下载
- 积分:1
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spectrum-leakage-and-window-function
信号分析与处理中的频谱泄露现象及窗函数的作用(Signal analysis and processing of the spectrum leakage phenomenon and the role of window function)
- 2011-11-14 11:53:15下载
- 积分:1
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EOF
eof主成分分析,供高校本科生研究生使用,气象海洋专业(eof principal component analysis for the use of university undergraduate students, professional marine meteorology)
- 2014-12-30 23:04:02下载
- 积分:1
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onedim
matlab code 3 dim using fimite differance time domain method
- 2009-07-02 19:49:55下载
- 积分:1
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logmapo
matlab纠错码编译原理之程序5
做实验时免去了手工输入的繁琐 和避免出错(matlab compiler theory of error-correcting code program 5)
- 2011-06-22 23:30:45下载
- 积分:1
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Kalman_filter_gps
卡拉曼滤波在木匾跟踪中的应用,基于matlab仿真程序软件,姿态融合(Karaman filtering in the Mubian tracking software based on Matlab simulation program, the gesture fusion)
- 2013-04-11 22:17:52下载
- 积分:1
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Newton-Fractal
Newton Fractal matlab
- 2013-12-29 10:26:12下载
- 积分:1