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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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center
说明： 验证中心极限定理，即将若干个不相关随机变量相加(Verify the central limit theorem, not related to the forthcoming number of the sum of random variables)
- 2009-08-10 09:37:30下载
- 积分：1
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MMS_light
casa program in matlab
- 2011-07-20 20:09:43下载
- 积分：1
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SF-filtering
matlab codes for spatial domain filtering
- 2012-08-14 20:07:47下载
- 积分：1
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plotkoch
Koch曲线是通过图形迭代的方式产生的，其迭代规则是：对一条线段，首先将它分成三等份，然后将中间的一份替换成以此为底边的等边三角形的另外两条边。无限次迭代下去，最终形成的曲线就是Koch曲线。(Koch curve is generated by way of graphical iteration, and its iteration rule is: for a segment, it is divided into three equal parts first, and then replace the middle of a bottom side of this equilateral triangle to the other two edges. Infinite iterations continue, the final form of the curve is the Koch curve.)
- 2011-05-01 15:16:51下载
- 积分：1
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fsolve
Matlab中的fsolve函数源代码。可用于解方程。(Matlab fsolve function of the source code
)
- 2011-12-14 22:06:53下载
- 积分：1
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计算子序列对母序列的关联程度
说明： 用于灰色关联度的计算，计算子序列对母序列的关联程度，找出关键因素(Calculation of Grey Relevance Degree)
- 2019-05-26 16:36:13下载
- 积分：1
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shape
利用matlab进行图像处理后，水印提取(matlab)
- 2009-03-07 15:04:25下载
- 积分：1
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khdaw
LU分解 用比较通俗易懂的语言编写了ＬＵ分解的相关程序(LU)
- 2010-05-13 11:43:11下载
- 积分：1
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likelihood-DOA
信号数目估计错误的最大似然波达方向估计的性能分析(The number of signal estimation error of maximum likelihood DOA estimation performance analysis)
- 2013-12-26 12:59:21下载
- 积分：1
