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
標(biāo)簽: considered simulated maturity example
上傳時(shí)間: 2017-05-07
上傳用戶:hjshhyy
A java application - processing which can be downloaded free from processing.org Here it uses a free library - OpenCV - made by intel. .. to convert all the pixels in an image - in fact in a movie - a capture from the webcam. If the color of a pixel is "higher" comparing to a threshold it turns black - otherwise it becomes white.
標(biāo)簽: processing application downloaded which
上傳時(shí)間: 2014-01-15
上傳用戶:D&L37
Datastructure: Linked Lists Stack and Queue Multi-lists Linked Structures Trees Binary Tree Searching and Sorting AVL Tree Red-Black Tree
標(biāo)簽: Linked Datastructure Multi-lists Structures
上傳時(shí)間: 2014-05-31
上傳用戶:xmsmh
Memory allocation in C Dynamic memory allocation and the structures that implement it in C are so universal that they re sometimes treated as a black box. In the real world of embedded systems, that may not be desirable or even possible.
標(biāo)簽: allocation structures implement Dynamic
上傳時(shí)間: 2017-09-05
上傳用戶:阿四AIR
Code128碼于1981年推出,是一種長(zhǎng)度可變、連續(xù)性的字母數(shù)字條碼。與其他一維條碼比較起來(lái),相對(duì)較為復(fù)雜,支持的字元也相對(duì)較多,又有不同的編碼方式可供交互運(yùn)用,因此其應(yīng)用彈性也較大。
上傳時(shí)間: 2015-05-24
上傳用戶:hangdiancy
模式識(shí)別,圖像處理,SVM,支持向量機(jī) §編制程序顯示印章圖像(24位真彩色位圖); § 讀出位圖中每一像素點(diǎn)的(R,G,B)樣本值; § 以RGB其中某兩個(gè)(或三個(gè))為坐標(biāo),取一定數(shù)量的圖像點(diǎn)為分析樣本,分析其坐標(biāo)系中的分布; § 采用本章將要學(xué)習(xí)的方法找到分類判別函數(shù),對(duì)這些樣本進(jìn)行分類;(要求首先將印章與底紋區(qū)分,將印章、底紋、簽字區(qū)分)
上傳時(shí)間: 2015-06-08
上傳用戶:alqw
西安電子科技大學(xué)微電子學(xué)院 專用集成電路設(shè)計(jì)基礎(chǔ)考試
標(biāo)簽: 西安交通大學(xué)課件 專用集成電路設(shè)計(jì)基礎(chǔ)考試 PPT
上傳時(shí)間: 2015-06-14
上傳用戶:tjujfc
合肥家庭裝修常用材料價(jià)格,陶瓷地磚的價(jià)格分析,地面涂料的價(jià)格分析
標(biāo)簽: 合肥家庭裝修常用材料價(jià)格
上傳時(shí)間: 2016-01-26
上傳用戶:yes!
RBF神經(jīng)網(wǎng)絡(luò)在分類問(wèn)題中得到了廣泛的應(yīng)用,尤其是模式識(shí)別的問(wèn)題。許多模式識(shí)別實(shí)驗(yàn)證明,RBF具有更有效的非線性逼近能力,并且RBF神經(jīng)網(wǎng)絡(luò)的學(xué)習(xí)速度較其他網(wǎng)絡(luò)快。本文在具有復(fù)雜控制規(guī)律的S函數(shù)構(gòu)造方法的基礎(chǔ)上,給出了基于MATLAB語(yǔ)言的RBF神經(jīng)網(wǎng)絡(luò)PID控制器,及該模型的一非線性對(duì)象的仿真結(jié)果。
標(biāo)簽: RBF PID S函數(shù) 神經(jīng)網(wǎng)絡(luò) 控制器
上傳時(shí)間: 2016-05-19
上傳用戶:子夜青衫
Matlab設(shè)計(jì)與仿真代碼:設(shè)計(jì)二自由度機(jī)械臂??刂圃O(shè)計(jì):采用獨(dú)立的PD控制,能滿足機(jī)器人定點(diǎn)控制的要求。
標(biāo)簽: Matlab 自由度 機(jī)械臂 仿真 代碼
上傳時(shí)間: 2016-06-27
上傳用戶:tensionjs
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