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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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Qchipr2
the file contains detection and estimation theroy codes
- 2011-04-26 13:43:46下载
- 积分：1
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ECG
心电图的特性描述，可用matlab实现。(ECG characterization, available matlab achieve.)
- 2013-04-02 16:56:38下载
- 积分：1
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halfcar
车辆系统动力性半车模型根据运动学方程计算系统响应的功率谱密度和频率响应函数的源程序(Vehicle system dynamic half-car model according to the kinematic equation system response power spectral density and frequency response function of the source)
- 2012-09-19 15:05:15下载
- 积分：1
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GA
说明： 改进遗传算法程序，用来优化参数的选择，很好用的方法(GA)
- 2010-12-13 12:51:55下载
- 积分：1
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BP神经网络源代码 PSOBP
包含两个部分：1传统粒子群算法优化BP神经网络 2改进的粒子群算法优化BP神经网络源代码(It consists of two parts: a traditional particle swarm optimization BP neural network 2 Improved particle swarm optimization BP neural network source code)
- 2020-07-04 11:40:02下载
- 积分：1
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6
说明： matlab科学计算继续上传，一共10个章节，由浅入深，几乎包括了绝大部分的科学计算方法以及仿真。本人把部分算法做了优化，更为完善(matlab scientific computing continue to upload a total of 10 chapters, easy-to-digest, almost, including most of the scientific method of calculation and simulation. I have done a part of algorithm optimization, a more perfect)
- 2008-12-25 16:30:06下载
- 积分：1
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annlyap
annlyap This M-file calculates Lyapunov exponents with minimum RMSE neural
network.
- 2010-12-16 01:44:40下载
- 积分：1
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regionGrow
该程序用于实现图像分割中的区域生长法。共有4个参数。1，2，种子点的座标，3，图像，4，生长时用到的域值。(this code is used for region growing in the image segmentation domain.)
- 2010-02-26 19:12:24下载
- 积分：1
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add_phase_noise
相位噪声的仿真程序，用以在正弦波上添加相位噪声(phase noise)
- 2012-04-13 22:12:13下载
- 积分：1
