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coherencefilter
- Example: A = double(imread( fingerprint.png ))/255 B = coherencefilter(A,4, sigma ,1.5, rho ,5) image(min(max(B,0),1)) axis image [1] Weickert, J. 1996. Anisotropic Diffusion in Image Processing. Ph.D. Thesis, Dept. of Mathemati
American Options
- 用多种方法求解美式期权定价问题,其中包括二叉树方法,有限差分法,最小二乘蒙特卡洛模拟法(LSM法),并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These