搜索资源列表
fBm_matlab
- 这是一个关于建立分数布朗信号的Matlab程序。-Create Fractional Brownian Signal.
BrownianMotion
- 程序思路 1. 以点的当前坐标为原点,创建一个级坐标系; 2. 程序生成一个随机的角度; 3. 使用常数作为r,生成一个角坐标; 4. 以点的当前坐标为原点,创建一个直角坐标系; 5. 使用三角函数转换角坐标为直角坐标; 6. 绘图。-monte carlo simulation of Brownian Motion
spatialPattern
- Generate 2D spatial pattern like fractal brownian motion. Fractal Dimension can be modified as input parameter.
train
- Monte Carlo 法不同于前面几章所介绍的确定性数值方法,它是用来解决数学和物理问题的非确定性的(概率统计的或随机的)数值方法。Monte Carlo 方法(MCM),也称为统计试验方法,是理论物理学两大主要学科的合并:即随机过程的概率统计理论(用于处理布朗运动或随机游动实验)和位势理论,主要是研究均匀介质的稳定状态[1]。它是用一系列随机数来近似解决问题的一种方法,是通过寻找一个概率统计的相似体并用实验取样过程来获得该相似体的近似解的处理数学问题的一种手段。-Monte Carlo me
Brownian_motion_process
- 数值模拟Brownian Process的一个简单的程序,上传给大家分享-Numerical simulation of Brownian Process
Brownian_motion_process_Stratonovitch
- 在Stratonovitch意义下数值模拟Brownian Process的一个简单的程序,上传给大家分享-Numerical simulation of Brownian Process by Stratonovitch method
IDL
- IDL可视化工具入门与提高教程配套源代码下载-Getting Started with IDL visualization tools to improve tutorial code
Equitypremiumandfuzzyintheapplicationofoptionprici
- 本文考虑了期权定价方面的三个问题:期权的保险精算定价方法;分数布朗运动与Poisson跳的股票价格模型的保险精算定价;基于模糊信息处理的期权定价。 首先,利用保险精算方法给出了汇率连动期权的定价公式,获得了欧式看涨期权和看跌期定价公式及平价公式。 其次,利用公平保费原则和价格过程的实际概率测度推广了Mogens bladt 和Hina Hviid Rydberg 关于欧式期权定价的结果。假定股票价格过程遵循分数布朗运动和带非时齐Poisson 跳跃的扩散过程,并且股票预期收益率、无风险利率均为时
bulang
- 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
mmar
- Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade-Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade See the following papaer A Multifractal Model of Asset Retur
stone
- 介绍了一种利用分形布朗分形原理生成石块的方法,-This paper presents a fractal theory of fractal Brownian stone formation method
testbrownmotion
- 研究有限矩形区域内,粒子运动到区域边界时会与区域边界发生不同作用(弹性碰撞和吸收两种可能的情况)下的布朗运动。-Finite rectangular region of the particle motion to the regional boundaries will occur with the different roles of the regional boundary (elastic collision and absorption of two possible scenari
GaussianMixtureModel
- 金融数据分析的一个新的程序码 可应用于数据分析 价格以及期货指数估计 还可用于 几何布朗运动的模拟-"An estimation technique for Time Indexed gaussian Mixture Models", we propose a model specification that can be used to describe data with spikes, jumps, mean reversion, geometric brownian motion, yo
brownian_2d
- 2D brownian motion , brownian motion is a particle motion wich simulate the random force of particles
brown-move
- 在matlab中模拟the Brownian movement 过程-the Brownian movement
CH23
- 晶体生长模拟 随机布朗运动 扩散限制凝聚(DLA) 随机吸附 随机向心吸附 -Random Brownian motion simulation of crystal growth diffusion limited aggregation (DLA) were randomized to the heart of adsorption adsorption
Text7
- 布朗运动的模拟,模型程序及运行结果,反映了分子作无规则运动。-Brownian motion simulation, model procedures and operating results, reflecting the elements for the random motion.
bulangyundong2
- matlab 程实 实现布朗运动 源程序-matlab source Brownian motion process to achieve real
22
- 分数布朗运动驱动下带比例交易成本的期权定价Driven by fractional Brownian motion with proportional transaction costs of option pricing-Driven by fractional Brownian motion with proportional transaction costs of option pricing
stochastic
- 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