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Update : 2025-02-19 Size : 1.37kb Publisher :

分数维Brownian运动之Matlab程序-fractional Brownian movement Matlab procedures
Update : 2008-10-13 Size : 1.63kb Publisher : 阿宝

分数维Brownian运动之Matlab程序-fractional Brownian movement Matlab procedures
Update : 2025-02-19 Size : 1kb Publisher : 阿宝

DL : 0
Brownian Motion, Option.
Update : 2025-02-19 Size : 1kb Publisher : Liqun Xu

DL : 0
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.
Update : 2025-02-19 Size : 77kb Publisher : 王清华

DL : 0
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.
Update : 2025-02-19 Size : 1kb Publisher : fdc

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
Update : 2025-02-19 Size : 1kb Publisher : rajesh

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.
Update : 2025-02-19 Size : 260kb Publisher : 齐磊

DL : 0
这是一个关于建立分数布朗信号的Matlab程序。-Create Fractional Brownian Signal.
Update : 2025-02-19 Size : 1kb Publisher : Frank

Generate 2D spatial pattern like fractal brownian motion. Fractal Dimension can be modified as input parameter.
Update : 2025-02-19 Size : 1kb Publisher : Zul

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.
Update : 2025-02-19 Size : 57kb Publisher : 哈哈

DL : 0
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
Update : 2025-02-19 Size : 7kb Publisher : 王东

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在matlab中模拟the Brownian movement 过程-the Brownian movement
Update : 2025-02-19 Size : 3kb Publisher : 小曦

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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.
Update : 2025-02-19 Size : 31kb Publisher : xsl

matlab 程实 实现布朗运动 源程序-matlab source Brownian motion process to achieve real
Update : 2025-02-19 Size : 1kb Publisher : 安坤

DL : 0
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
Update : 2025-02-19 Size : 51kb Publisher : sina

DL : 0
Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
Update : 2025-02-19 Size : 1kb Publisher : taowenwu

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
Update : 2025-02-19 Size : 2.58mb Publisher : 黄晓明

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.
Update : 2025-02-19 Size : 1.38mb Publisher : ywf

brownian motion compiled with matlab
Update : 2025-02-19 Size : 15kb Publisher : Rish
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