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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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Noise
说明: 接收设备能对外界信息正确的接收、分析、处理的重要性是不言而喻的,它关系到社会的发展、人类的进步。然而在有用信号中往往伴随着噪声的存在。这种噪声分为电路内部固有的噪声与系统装置从外部接收而来的噪声。电路内部的噪声是系统固有的,与外界干扰无关,它可以通过对电路的合理设计、选择合理的元器件而得以控制。外部噪声主要由近几年的电子技术的高速发展,电子、电气设备的广泛应用而带来的电磁干扰引起的。这种噪声现象在工业发达的城市非常突出,它对各种系统接收装置的影响也越来越严重,使得这些系统装置不能正常工作,使得这些系统装置性能降低,甚至使得这些系统装置受到损坏。战胜噪声已是现代电子技术发展道路上必须逾越的巨大障碍。要解决噪声带来的问题需要我们从最基本的干扰源、信息传输通道(信道)、系统装置电路下手。(The receiving device and system noise)
- 2009-08-24 21:28:47下载
- 积分:1
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11
说明: welch 法加汉宁窗对高斯白噪声信号进行功率谱分析(welch Fajiahanning window on the Gaussian white noise signal power spectrum analysis)
- 2010-04-29 14:39:36下载
- 积分:1
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Project20
this is a matlab destination robo using simulink ... there is a demo of how to do it ,, read it and do it yourself have fun
- 2011-05-19 19:18:42下载
- 积分:1
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乘子法程序
说明: 最优化方法中的乘子法,用于学习最优化方法和解决实际问题(The multiplier method of optimization method is used to learn optimization method and solve practical problems)
- 2020-06-30 08:56:13下载
- 积分:1
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cplca2
折页机电子刀设置软件,用于印刷机械控制
配套软件是“cplca1.rar"(E-knife folding machine set up software for the printing machine control software is )
- 2007-09-13 14:30:15下载
- 积分:1
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ora
ora code is usefull apart with the codes sent above
- 2010-11-16 21:13:33下载
- 积分:1
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signal-denoising
对信号去噪,中间包括软阈值,硬阈值处理,garrot阈值,semidoft阈值处理,效果可以。(Of the signal denoising the middle soft threshold and hard threshold garrot threshold the semidoft threshold treatment effect can.)
- 2013-01-12 20:47:19下载
- 积分:1
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AUTOSAROS-and-uC_OS
AUTOSAROS规范研究及其在uC/OS中实现,说明了汽车软件规范AUTOSAROS(AUTOSAROS normative research and its implementation in uC/OS, the description of the car software specifications AUTOSAROS)
- 2013-12-12 11:44:00下载
- 积分:1
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sparseBSS_delay_modify
欠定盲源分离的程序,分离效果很好,适合学习。(Underdetermined blind source separation process, separation effect is very good, suitable for learning.)
- 2014-06-13 10:39:39下载
- 积分:1