搜索资源列表
stochastic-computation
- TGM.m \\传统的Galerkin方法 MD.m \\时滞惯性流形方法 brownian.m \\演示布朗运动 randomwalk.m \\ 演示随机游走 tumor.m \\ 演示tumor演化-TGM.m \ \ traditional Galerkin method MD.m \ \ Delays inertial manifold method brownian.m \ \ demo Brownian motion randomwalk.m \ \ demo ran
Simulation-procedure
- Our project is to describe the Brownian Motion and Geometric Brownian Motion. This project is to simulate the price shock. Then we use Geometric Brownian motion to describe the movement of shocks’ price. The program is produced by Matlab.-Application
brownlisan
- 在随机微分方程中连续布朗运动的Matlab模拟-Matlab simulation of stochastic differential equations in continuous Brownian motion of
multi-GBM
- 模拟多维几何布朗运动,是对多资产期权定价,采用蒙特卡洛算法的重要步骤-simulate the multi-dimension geometry brownian motion
Monte-Carlo
- 对标的资产过程服从几何布朗运动的期权用蒙特卡洛模拟数值算法进行定价-The underlying asset process follows a geometric Brownian motion of options using Monte Carlo simulation, numerical algorithms pricing
Brownianmotion
- 一维 二维 三维分形布朗运动的序列生成，以及相空间生成-One-dimensional 2D and 3D fractal Brownian motion sequence generation and generation phase space
Fractional_Brownian_Motion
- Contents Introduction Original Black-Scholes Formula Fractional Brownian Motion Applications of Wick-Itˆ o Stochastic Calculus in Finance Other Developments & Future Works References
genhurst
- 计算赫斯特指数Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of the distribution <|x(t+r)-x(t)|^q>/<x(t)^q> ~ r^[qH(q)] The value of H(q) give indi
HW7
- 欧式期权的定价，利用几何布朗运动，包括置信区间的估计！-European option pricing, the use of geometric Brownian motion, including the confidence interval estimate!
ProcessesFinance
- Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.
stproc
- MATLAB routines to simulate and visualize some of the often encountered stochastic processes: random walk, Brownian motion, Poisson process and their multivariate analogues, and also birth and death process, branching process and Moran s reprod
reflect_brownian_moton
- 反射布朗运动随机游走matlab实现(动态)-One-dimensional reflecting Brownian motion random walk(dynamic)
BM
- 布朗运动是一种重要的随机过程，本例模拟了一个二维欧式空间的Brownian motion。-Brownian motion is an important process, and give you a good expression.
mle_GBM
- 几何布朗运动最大似然估计Matlab的实现以及应用-Geometric Brownian Motion
BrownianMotion
- 布朗运动实现，各种程序代码易用俱全，很方便，很难得，VC++实现-Brownian motion to achieve various code-to-use and taste, very hard to come, VC++ achieve
PLAIN-VANILLA-OPTIONS-EUROPEAN-PUT-AND-CALL
- We assume that the asset S(t) follows the stochastic differential equation (Geometric Brownian Motion) we have studied in Chapter 8 under the risk-neutral probability: dS(t) = r S(t)dt + σ S(t)d 4W(t), where 4W is the Brownian motion under the risk
brownian_motion
- 基于matlab扩充软件comsol对粒子的布朗运动进行模拟，可以有效的描述粒子运动轨迹-Based on matlab software comsol expansion of Brownian motion of particles were simulated, can effectively describe the particle trajectories
scriptGenBrownianBeta
- It generates a moving particle that has Brownian motion. You need to determine the proper values of parameters associated with the power spectrum the spring-mass-damper system. As a result, it provides the animation of the particle as well as its tra
Browm
- 模拟运动细胞在二维和三维空间中，进行布朗运动，并获取其运动轨迹。(Simulation of Brownian Motion in Two - Dimensional Space)
bm
- 模拟生成布朗桥的函数，可以自行定义时间间隔，起止时间(Simulate Brownian Bridge)