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Matlab期权蒙特卡洛定价

于 2022-01-25 发布文件大小:4.58 kB

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%% Pricing a Call with No Arbitrage %% Binomial Trees %% Find the Call Price using Backward Induction %% Visualize Convergence to BS Call Price %% Investigating Call Prices for Different Strikes

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matlabtools
由于BP网络的权值优化是一个无约束优化问题，而且权值要采用实数编码，所以直接利用Matlab遗传算法工具箱(As a result of BP network weights optimization is a constrained optimization problems, and weights to be used real-coded, so the direct use of Matlab Genetic Algorithm Toolbox)

2008-04-26 09:52:32下载

积分：1
BCJR
Hi..this BCJR algorithm detail

2010-02-23 07:33:45下载

积分：1
tcm_simulation
its a working tcm ber m code

2011-04-01 18:27:18下载

积分：1
dvr_r
simulation of dvr systems

2011-05-10 14:04:32下载

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MATLABfacefbtprotected
Face Recognition Based on Polar Frequency Features

2012-05-25 17:37:06下载

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Caipiao
新的彩票预测抄来的！真的是抄来的！真的真的真真的！(The new lottery prediction copy to Really copied! Really, really Barbara!)

2012-07-29 16:12:47下载

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fdtd2D
通过是与有限差分法，使用matalb模拟二维光子晶体(simulation of EM wave in two-dimensional photonic crystals using fdtd)

2014-10-31 13:10:42下载

积分：1
fuzzy-torque-control
模糊转矩控制本例采用模糊转矩控制效果较好(Torque fuzzy control in this case using fuzzy torque control is better)

2012-11-21 13:57:08下载

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Simulation on Rn
利用蒙特卡洛模拟做在消息网络中数据包传输数量的预测，基于的原理是传染病传输模型的二项性。(This coding is based on Monte Carlo dissemination, which targets at the prediction of number of packets being delivered in a network. This whole process is based on the bimodal behavior of epidemic algorithm.)

2020-12-09 17:09:21下载

积分：1
CFD
计算流体力学（CFD）的基本思想。里面有一个matlab编写的模拟例子(Computational Fluid Dynamics (CFD) There is a basic idea of the preparation of the simulated example matlab)

2010-12-14 11:12:32下载

积分：1

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Matlab期权蒙特卡洛定价

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