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- matlab中的二维布朗随机运动模型的算法代码-matlab in two dimensional Brownian motion model stochastic algorithm code
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
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
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.
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
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)