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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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fourier
利用matlab进行图形的二维傅里叶变换(Using matlab graphical two-dimensional Fourier transform)
- 2013-08-22 17:04:50下载
- 积分:1
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WS_net
建立一个WS小世界的模型,返回该模型的连接矩阵(establish a WS small world model and obtain its adjency matrix)
- 2014-11-24 14:48:21下载
- 积分:1
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ex47
基于matlab的商场的季节性线性回归销售图源代码(Based on matlab mall seasonal sales source code)
- 2012-11-17 22:40:49下载
- 积分:1
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Adaboost
很好的Adaboost自学实例,简单易懂(A simple but robust Adaboost exmaple, which is easy enough by self-learning)
- 2012-07-18 19:05:08下载
- 积分:1
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huitu
matlab初学者对于绘图的基本程序,比如画饼图,线图,向量图,瀑布图等基本绘图基础程序。(matlab for beginners a basic drawing program, such as yourselves chart, line graph, vector, waterfall and other basic drawing foundation program.)
- 2013-09-20 17:17:27下载
- 积分:1
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zhaoaiguo
基于PCA的水环境处理程序代码,MATLAB开发环境。(Based on PCA handler code of water environment, the development environment of MATLAB)
- 2014-11-21 11:58:49下载
- 积分:1
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DNLandINLofAD
用MATLAB仿真AD设计中的DNL和INL计算(AD Design using MATLAB simulation of the DNL and INL calculation)
- 2021-04-06 22:29:02下载
- 积分:1
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Shape
在图像检索中需要利用对图像的形状处理,本代码求7个HU不变矩(In image retrieval need to use the shape of the image processing, the code same moment seeking 7 HU)
- 2010-11-13 08:55:55下载
- 积分:1
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Frequency-domain-equalization
基带形成与频域均衡研究在matlab中的实现(Baseband form and The Research Of Frequency domain equalization)
- 2011-06-15 20:41:30下载
- 积分:1