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Mathimatics-Numerical algorithms
Compress-Decompress algrithms
Title:
CGMY
Download
Category:
Compress-Decompress algrithms
Tags:
[C/C++]
[源码]
File Size:
4kb
Update:
2012-11-26
Downloads:
0 Times
Uploaded by:
liu_phd
Description:
C++ class for simulating trajectories of the tempered stable (CGMY) process using the algorithm by D. Madan and M. Yor:
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File list
(Check if you may need any files):
CGMY ....\cgmy.cpp ....\cgmy.h ....\main.cpp
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