登录
首页 » matlab » brownianbridge

brownianbridge

于 2009-03-23 发布 文件大小:1KB
0 162
下载积分: 1 下载次数: 9

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

  • SimpleSENSEreconstruction
    简单SENSE图像重建,即使通过反傅里叶变换重建出最终图像(The data was acquired from 4-channel array coil using EPI sequence (2-shot, matrix: 64X64, TE: 50 ms) at a 1.5T scanner. The code estimates the coil sensitivity profiles directly from the image with anatomical contrast by low-pass smoothing. Subsequently, k-space data were decimated to simulate 2.0-fold acceleration (R=2.0). Finally, using least-squares estimate, the reconstructed full-FOV spin density image is obtained)
    2009-06-06 18:29:42下载
    积分:1
  • matlab编写的拉普拉斯高斯算子代码 log_edge
    用matlab编写的拉普拉斯高斯算子代码(LoG算子),用该函数实现LoG算子提取图像边缘点的功能。(Written by matlab Laplacian of Gaussian operator code (LoG operator), using the LoG operator functions for extracting the image edge points of the function.)
    2020-06-27 10:00:02下载
    积分:1
  • matlab遗传算法序集
    说明:  matlab遗传算法程序 其中包括13个程序(Matlab genetic algorithm which includes 13 procedures)
    2006-01-24 10:30:11下载
    积分:1
  • Genetic
    Genetic algorithms in 8 queen problem
    2010-05-16 00:30:31下载
    积分:1
  • PMSGmodelpdf
    Modelling of a Wind Turbine with Permanent Magnet Synchronous Generator
    2013-01-30 17:29:28下载
    积分:1
  • VPSN-DDCT-image-fusion-demo-(1)
    matlab code for ddct with example
    2014-11-01 15:48:42下载
    积分:1
  • tuxiangzengqiang
    基于matlab的图像增强程序 进过多次滤波(Image enhancement based on the matlab program into the filter several times)
    2011-11-20 22:12:12下载
    积分:1
  • Li_SMC_PHD-pack
    PHD filter example and fully written example matlab code
    2015-02-13 17:07:45下载
    积分:1
  • 格子玻尔兹曼的matlab应用编
    说明:  相关的格子玻尔兹曼的matlab应用编程,下载即可运行,包括圆柱绕流,泊肃叶流等等(Matlab application program of lattice Boltzmann can be downloaded and run, including cylindrical flow, Poiseuille flow and so on.)
    2019-06-20 14:40:54下载
    积分:1
  • CANNY1
    codes for image proc
    2010-03-07 23:28:05下载
    积分:1
  • 696518资源总数
  • 106182会员总数
  • 24今日下载