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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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tgff-3.5
task graph generator: task graph for free version 3.5
- 2020-12-21 09:29:08下载
- 积分:1
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carphone
CAR PHONE SOFTWARE VIET NAM
- 2015-04-26 02:24:49下载
- 积分:1
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maxwell
说明: 时域有限差分法求解maxwell方程组。(The finite difference time domain method is used to solve the Maxwell equations)
- 2019-06-08 11:20:37下载
- 积分:1
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tongji
说明: 一种应用于信号分选的统计直方图分选法,在工程实践具有重要应用价值。(A statistical histogram sorting method applied to signal sorting has important application value in engineering practice.)
- 2020-12-24 23:39:06下载
- 积分:1
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35738607HMM(markov)
说明: 基于隐马尔可夫过程目标识别的源程序,希望对大家有用,识别效过挺高的。(Target recognition based on hidden Markov process of the source, we want to be useful to identify effective than pricey for.)
- 2010-04-16 10:31:35下载
- 积分:1
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MIT-MRAC-normalization
MIT归一化算法,基于MIT自适应律的模型参考自适应模型,对自适应律进行了归一化处理,消除输入对系统稳定性的影响(MIT normalization algorithm, MIT adaptive law based model reference adaptive model of adaptive law were normalized to eliminate the influence of input on system stability)
- 2020-09-29 12:07:45下载
- 积分:1
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三维蚁群算法程序
说明: 粒子群算法 智能算法 可以用来进行无人机的航迹规划(artificial intallgence)
- 2021-04-17 19:53:04下载
- 积分:1
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LMSfilter
假设一个接收到的信号为:x(t)=s(t)+n(t), 其中s(t)=A*cos(wt+a), 已知信号的频率w=1KHz,
而信号的幅度和相位未知,n(t)是一个服从N(0,1)分布的白噪声。为了利用计算机对信号进行处理,
将信号按10KHz的频率进行采样。
通过对x(t)进行LMS自适应信号处理,从接收信号中滤出有用信号s(t).
在未知信号频率的情况下,通过对x(t)进行LMS自适应信号处理,从接收信号中滤出有用信号s(t).
(Assuming a received signal: x (t) = s (t)+ n (t), one of s (t) = A* cos (wt+ a), the known frequency signal w = 1KHz,
And the signal amplitude and phase of the unknown, n (t) is a subject to N (0,1) the distribution of white noise. The use of computers in order to deal with the signal,
The signal by sampling frequency of 10KHz.
Of x (t) for LMS adaptive signal processing, filtering from the received signal in the useful signal s (t).
Frequency signals in unknown circumstances, the adoption of x (t) for LMS adaptive signal processing, filtering from the received signal in the useful signal s (t).)
- 2009-03-31 18:17:09下载
- 积分:1
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biliner-matlab
双线性插值的matlab实现,可以用于运动补偿,对处理后的图像进行重建等。(Bilinear interpolation matlab realize that can be used for motion compensation, to deal with the images after reconstruction.)
- 2008-03-26 21:05:33下载
- 积分:1