网站首页

brownianbridge

于 2009-03-23 发布文件大小:1KB

 0  158

下载积分: 1 下载次数: 9

我要下载

代码说明：

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)

下载说明：请别用迅雷下载，失败请重下，重下不扣分！

发表评论

0 个回复

LFM1_mp_f_1
信号与信息处理——阵列信号处理DOA估计的matlab算法，这是线性调频信号的稀疏分解算法，很有用(Signal and information processing- array signal processing matlab algorithm for DOA estimation, which is a linear FM signal sparse decomposition algorithm, useful)

2007-09-04 10:42:46下载

积分：1
matlab
matlab的操作相关介绍书籍，手册指导完成简单的matlab操作(matlab introduce the operation of related books, manuals to guide the completion of a simple operation matlab)

2008-03-06 11:22:00下载

积分：1
11D070011_Project
this is fingerprint recognition project build in matlab

2015-01-24 15:18:41下载

积分：1
detection-and-tracking
该算法可以直接实现，程序不需要修改且有详细的程序解释(The algorithm can directly implement the program and there is no need to modify the procedure explained in detail)

2013-08-12 08:20:21下载

积分：1
C56766
Forensic science it the study of objects that relate to a crime. Forensic scientists study evidence so that it can be used in a court of law. Forensic scientists observe, classify, compare, use numbers, measure, predict, interpret data, and draw inferences based on evidence. In this lesson, students will use these science inquiry skills.In this dental image was classify by sift algorithm

2014-01-22 15:16:09下载

积分：1
fuzzypid
模糊PID 调试成功先运行fuzzypid.m,在运行fuzzypiduse.m(Fuzzy PID successful commissioning of power function and simulink simulation)

2014-04-11 09:39:49下载

积分：1
Fud1
transiant analysis matlab code

2013-11-07 16:46:41下载

积分：1
AM_FM_PM_ASK_FSK_PSK_MSK_matlab
这个文件包含了AM、FM、PM、ASK、FSK、PSK、MSK调制解调的MATLAB程序，并以文档的形式总结下来。(This file contains the AM, FM, PM, ASK, FSK, PSK, MSK modulation and demodulation MATLAB program, and conclude in the form of the document.)

2016-04-17 21:43:52下载

积分：1
Ekman风海流
说明：对埃克曼风海流进行数值模拟，观察不同风速下风海流的结构差异以及风海流结构随时间的差异。(The numerical simulation of Ekman wind current is carried out to observe the structure difference of wind current under different wind speed and the difference of wind current structure with time.)

2021-04-14 15:18:55下载

积分：1
LowThrust_Transfer
说明：小推力航天器转移轨道程序，包括matlab源码和说明文档(Small thrust spacecraft transfer orbit procedures, including source and documentation matlab)

2008-10-27 10:01:29下载

积分：1

696518资源总数
106148会员总数
10今日下载

brownianbridge

0 个回复

热门标签

热门下载