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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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imresize
图像缩放的函数,基于像素复制和删除的 ,子啊matlab中可找到(based on shrinking and zooming f,we canfind it in matlab)
- 2012-10-25 21:04:36下载
- 积分:1
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2
说明: radiation pattern of antenna array factor
- 2014-11-30 09:11:12下载
- 积分:1
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Matlabbook
详细的matlab编程指南,对matlab的编程和学习有很大的帮助和作用。(Detailed matlab programming guide for matlab programming and learning a great help and role.)
- 2011-11-16 12:08:46下载
- 积分:1
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KrivenkoFilter
Krivenko filter bank for glucose purposes
- 2013-11-19 22:31:31下载
- 积分:1
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Information_Theoryandstatistics
This tutorial is concerned with applications of information theory concepts
in statistics. It originated as lectures given by Imre Csisz´ ar at the
University of Maryland in 1991 with later additions and corrections by
Csisz´ ar and Paul Shields.
- 2009-04-08 15:32:36下载
- 积分:1
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zqkiee
说明: 海量数据导入与导出MATLAB的有效方法(Import and export huge amounts of data and effective method of MATLAB)
- 2010-04-17 12:56:05下载
- 积分:1
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junhenghua
图像处理中的均衡化程序,自编的,不是利用matlab自带的函数(tuxiangchulizhongdejunhenghuachengxu)
- 2010-05-30 22:16:55下载
- 积分:1
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adaptive_beam
几种自适应的波束形成算法,包括LMS,RLS,Kalman(contain LMS,RLS,Kalman)
- 2012-04-25 20:35:02下载
- 积分:1
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Bi-level-programming-model-of-Matlab
双层规划模型的遗传算法求解的Matlab源码(Bi-level programming model of the genetic algorithm of Matlab source)
- 2011-08-18 19:35:58下载
- 积分:1