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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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polarplot3d
极坐标3d画图程序,功能很强大,自己看帮助吧(POLARPLOT3D Plot a 3D surface from polar coordinate data)
- 2012-04-18 23:38:44下载
- 积分:1
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ceshi
这是利用一个simulink环境下简单得控制,希望对大家有帮助,谢谢!(This is the use of a simple to control the simulink environment, we want to help, thank you!)
- 2011-10-22 14:53:39下载
- 积分:1
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2
说明: M/M/m排队系统性能仿真代码matlab
function r=randexp(lambda) r = -lambda*log(rand) (M/M/m queuing system performance simulation code matlab function r = randexp (lambda) r =-lambda* log (rand))
- 2008-12-28 23:16:48下载
- 积分:1
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correlate
输入为一个序列或两个序列,输出为其自相关序列或互相关序列(Input as a sequence or two sequences, the output of its autocorrelation sequence or cross-correlation sequence)
- 2009-04-22 19:13:03下载
- 积分:1
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1
说明: 用于优化的模拟退火算法,在传统的基础上有所改进的C源代码(Simulated annealing algorithm for optimization, based on the traditional improvement of the C source code)
- 2011-08-22 16:11:59下载
- 积分:1
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DA
DOCUMENT ON DISTRIBUTED ARITHMATIC
- 2014-02-05 17:06:51下载
- 积分:1
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ofdm2
这是一个仿真移动通信信道幅频响应的matlab仿真程序。(This is a simulation of mobile communications channel amplitude frequency response of Matlab simulation program.)
- 2007-06-05 00:54:44下载
- 积分:1
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sim1
MATLAB SIMULATION MODEL ELECTRONICS
- 2014-09-20 12:26:54下载
- 积分:1
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npc
3 PHASE 3 LEVEL INVERTER
- 2015-03-11 18:00:36下载
- 积分:1