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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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yichuansuanfa
基于遗传算法工具箱的编程,是金融数量分析:基于MATLAB编程中的示例,非常有用(Programming based on genetic algorithm toolbox, number of financial analysis: based on MATLAB programming example, very useful)
- 2012-06-24 00:11:57下载
- 积分:1
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ecg-identification
ecg signal reader and identification
- 2011-11-01 20:04:12下载
- 积分:1
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ekf_demo
扩展的卡尔曼滤波方法matlab代码,可以用于各种电机控制中的在线参数辨识以及无速度传感器设计(extended kalman filter )
- 2012-01-07 02:29:49下载
- 积分:1
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49636960PSO_PID
基于粒子群算法的PID参数设置。其中程序比较先进。(Particle Swarm Optimization Based on the PID parameters. One of the more advanced procedures.)
- 2009-06-07 22:24:08下载
- 积分:1
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MATLAB
通信系统仿真原理与无线应用配套MATLAB代码(Wireless communications system simulation theory and applications supporting MATLAB code)
- 2014-11-25 19:47:07下载
- 积分:1
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pso-5
经典粒子群算法的matlab实现代码。用函数进行测试实验,并给出算法寻优迭代的效果图(Classical PSO algorithm matlab. Experiments with test functions, and gives an iterative optimization algorithm renderings)
- 2014-02-18 16:21:54下载
- 积分:1
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Matlabebook
Matlab详细手册
Matlab详细手册
Matlab详细手册()
- 2007-09-06 15:28:41下载
- 积分:1
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GEATbx_Intro_Algorithmen_v38
Introduction Evolutionary Algorithms: Overview, Methods and Operators.
- 2010-03-14 05:55:46下载
- 积分:1
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71477193toolbox
说明: matlab 机器人避障仿真 同时定位与地图创建程序(the robot slam simulation)
- 2010-05-24 00:20:03下载
- 积分:1