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LSM_LongstaffaSchwartz

于 2012-06-10 发布 文件大小:620KB
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  matlab monte-carlo simulation for American option pricing and other path dependent derivative(matlab monte-carlo simulation for American option pricing and other path dependent derivative)

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  • c17_erlangb
    对于蜂窝移动通信模型的仿真,有很强的可移植性(Cellular mobile communication model for the simulation, there is a strong portability)
    2009-12-07 10:28:48下载
    积分:1
  • AR
    说明:  ARMA预测程序源代码,经二阶差分后对油价进行预测的实例。(a program to predict the price of oil, using ARMA module)
    2011-01-11 15:02:49下载
    积分:1
  • donglixuefangzhen_tanhuangbai
    利用matlab进行动力学仿真之三,学习理论力学的同学可以参考一下(Dynamics simulation carried out using matlab third of the students to learn theoretical mechanics reference)
    2008-07-23 11:30:35下载
    积分:1
  • adaboost
    用于初学者理解dadboost算法,一个完整的matlab代码。(For beginners to understand dadboost algorithm, a complete matlab code.)
    2011-05-08 10:54:11下载
    积分:1
  • GPS_Power_Budget
    GPS信号的功率计算,应用于GPS导航卫星信号(GPS signal power calculation, used in GPS navigation satellite signals)
    2010-05-18 20:11:18下载
    积分:1
  • dtc
    说明:  异步电机的SVPWM闭环的DTCsimulink文件,可以闭环正常运行,波形还行(Asynchronous motor SVPWM closed-loop dtcsimulink file, can be closed-loop normal operation, waveform is OK)
    2020-06-30 10:09:29下载
    积分:1
  • fig7_5b
    We see that HTH matrix is almost diagonal as the off diagonal elements are nearly zero. So we are getting exact estimation in case of PRN INPUT due to diagonality of HTH matrix. As seen that the unknown inpulse response ( h ) and estimated impulse response ( hth ) are coming out to be exactly same. The estimation even gets better for large N .as we get the HTH matrix perfect diagonal. So we come to know that we can estimate the unknown parameters exactly when PRN input is used.
    2013-05-02 02:54:15下载
    积分:1
  • originalmethod
    关于线性调频信号的时频计算,包括了AF,WVD,重排谱图~(The traditional method of linear frequency modulation signal frequency estimation)
    2016-01-20 15:57:35下载
    积分:1
  • hpfilter
    Also used for Homomorphic filtering
    2010-10-23 13:54:11下载
    积分:1
  • fankui
    一篇很好的文章,建议大家看看,基于反馈的图像检索算法优化(a good paper worth to read)
    2015-03-19 09:32:53下载
    积分:1
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