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Size: 1399 |
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Description: 分数维Brownian运动之Matlab程序-fractional Brownian movement Matlab procedures
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Size: 1666 |
Author: 阿宝 |
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Description: 分数维Brownian运动之Matlab程序-fractional Brownian movement Matlab procedures
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Size: 1024 |
Author: 阿宝 |
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Description: Brownian Motion, Option.
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Size: 1024 |
Author: Liqun Xu |
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Description: 在Matlab环境下模拟布朗运动的产生，加强对随机现象的理解。-Environment in Matlab simulation of Brownian motion and enhance the understanding of random phenomena.
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Size: 78848 |
Author: 王清华 |
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Description: 用于随机模拟，模拟布朗运动，可用于金融分析。-For stochastic simulation, simulation of Brownian motion, can be used for financial analysis.
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Size: 1024 |
Author: fdc |
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Description: 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
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Size: 1024 |
Author: rajesh |
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Description: 经验模式分解算法是仿真分数阶高斯噪声(fGn)和分数阶布朗运动(fBm)的新方法，
利用MATLAB的GUI开发环境，设计和实现了基于经验模式分解的分数阶随机序列仿真系统。-Empirical mode decomposition algorithm is a simulation of fractional Gaussian noise (fGn) and fractional Brownian motion (fBm) of the new method, using MATLAB' s GUI development environment, design and implementation of empirical mode decomposition based on the fractional order random sequence simulation system.
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Size: 266240 |
Author: 齐磊 |
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Description: 这是一个关于建立分数布朗信号的Matlab程序。-Create Fractional Brownian Signal.
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Size: 1024 |
Author: Frank |
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Description: Generate 2D spatial pattern like fractal brownian motion. Fractal Dimension can be modified as input parameter.
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Size: 1024 |
Author: Zul |
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Description: matlab的各种随机过程的模拟，包括布朗运动，随机树等-matlab simulation of various stochastic processes, including Brownian motion, random trees, etc.
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Size: 58368 |
Author: 哈哈 |
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Description: 用matlab模拟布朗运动，可输入温度，来估计在该温度下布朗运动的程度-Brownian motion simulation using matlab, you can enter the temperature, to estimate the temperature in the extent of Brownian motion
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Size: 7168 |
Author: 王东 |
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Description: 在matlab中模拟the Brownian movement
过程-the Brownian movement
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Size: 3072 |
Author: 小曦 |
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Description: 这是matlab模拟二维及三维布朗运动的程序，并附了一张效果图。
-This is a matlab simulation of two-dimensional and three-dimensional Brownian motion process, with a piece of renderings.
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Size: 31744 |
Author: xsl |
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Description: matlab 程实 实现布朗运动 源程序-matlab source Brownian motion process to achieve real
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Size: 1024 |
Author: 安坤 |
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Description: Several matlab Mfiles for the simulation of stochastic processes in finance and engineering, wienner, random walk, brownian motion, two gamble etc. in addition ot solution to forward and backward Chapmann-Kolmogorov equation-Several matlab Mfiles for the simulation of stochastic processes in finance and engineering, wienner, random walk, brownian motion, two gamble etc. in addition ot solution to forward and backward Chapmann-Kolmogorov equation
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Size: 52224 |
Author: sina |
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Description: Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
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Size: 1024 |
Author: taowenwu |
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Description: 布朗运动是一种具有广泛应用背景的重要随机过程。在本文件中，采用了基于matlab GUI对二维布朗运动进行了仿真模拟-Brownian motion is a widely used background random process. In this document, using a two dimensional Brownian motion simulation based on the matlab GUI
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Size: 2708480 |
Author: 黄晓明 |
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Description: matlab动画,描述布朗运动，质点有一定周期显示。-matlab animation, describing Brownian motion, particle cycle.
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Size: 1449984 |
Author: ywf |
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Description: brownian motion compiled with matlab
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Size: 15360 |
Author: Rish
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