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
资源简介: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 co...
上传时间: 2017-05-07
上传用户:hjshhyy
资源简介:This is an example program showing how to use the LMX2326 chip. The program configures the chip and then prompts the user for a channel number. When the channel number is entered, the pll tunes to the desired frequency.
上传时间: 2017-08-04
上传用户:小儒尼尼奥
资源简介:Details for How to develop an OAL .Step-by-step to develop an OAL. An OEM adaptation layer (OAL) is a layer of code between the Windows CE kernel and the hardware of your target device. You develop an OAL to communicate data between your op...
上传时间: 2014-01-07
上传用户:songnanhua
资源简介:iContact v0.75 iContact is designed to be an all-inclusive finger-friendly contact manager for Windows Mobile PocketPC phones. It s no secret that it s taken design cues from "other devices".
上传时间: 2016-09-02
上传用户:qq21508895
资源简介:provided a modified version of this example that is designed to be more user friendly. It is coded in Delphi 7 Enterprise, and no special components are required.
上传时间: 2017-07-10
上传用户:xuanchangri
资源简介:This example project shows how to use the Idle Power-Saving Mode of the 8051Fx.
上传时间: 2015-05-04
上传用户:weixiao99
资源简介:This example program shows how to configure and use the A/D Converter of the following microcontroller: STMicroelectronics ST10F166 After configuring the A/D, the program reads the A/D result and outputs the converted value using the s...
上传时间: 2014-12-01
上传用户:独孤求源
资源简介:This example program shows how to configure and use the A/D Converter of the following microcontrollers: * Atmel WM T87C5111 * Atmel WM T87C5112
上传时间: 2014-01-23
上传用户:我干你啊
资源简介:made by: kangkai data:2008.11.23 this one is used to test arm7 str71x. use a led to test GPIO. a---------P0.0 b---------P0.1 c---------P0.2 d---------P0.3 e---------P0.4 f---------P0.5 g---------P0.6 just run it and ...
上传时间: 2016-12-16
上传用户:moerwang
资源简介:This file is used to transfer p2s data in a Spartan 3e
上传时间: 2014-01-01
上传用户:大三三
资源简介:The uIP implementation is designed to have only the absolute minimal set of features needed for a full TCP/IP stack. It can only handle a single network interface and contains only a rudimentary UDP implementation, but focuses on the IP, IC...
上传时间: 2017-08-08
上传用户:xinzhch
资源简介:TI warrants performance of its products to the specifications applicable at the time of sale in accordance with TI’s standard warranty. Testing and other quality control techniques are utilized to the extent TI deems necessary to support...
上传时间: 2016-01-16
上传用户:weixiao99
资源简介:UDDI for weblgoci In the main function, there is a list of functions calls that are commented. Each of those function calls tests a functionality of the UDDI api. To run a test, simply uncomment one of the function calls, and then compile t...
上传时间: 2017-04-24
上传用户:love_stanford
资源简介:hard disk drive spindle motor control simulink, show you how to keep the speed at a level
上传时间: 2015-11-01
上传用户:ikemada
资源简介:This is a source of 13.560MHz RFID card reader for TRH031M as ATMEGA8-16AU MPU. The title is 3Alogics TRH031M 13.56MHz RFID Reader V1.0. project : RFID Reader V2.0 Target : MEGA8-16AU Crystal: 16.000 Mhz Input : TRH031M RFID 13.56MHz...
上传时间: 2017-03-31
上传用户:s363994250
资源简介:C++ methods to write ecash procedures in a secure way also containded with are description of the protocols.
上传时间: 2013-12-30
上传用户:cmc_68289287
资源简介:ImageJ Conebeam Filtered Back Projection Plug-in. To use this plug-in, a stack of projection images need to be opened first.
上传时间: 2013-12-25
上传用户:z1191176801
资源简介:ST32 基于(英蓓特)STM32V100的EXTI程序 This example shows how to configure an external interrupt line. In this example, the EXTI line 9 is configured to generate an interrupt on each falling edge. In the interrupt routine a led connecte...
上传时间: 2016-11-17
上传用户:GavinNeko
资源简介:Rotating shafts experience a an elliptical motion called whirl. It is important to decompose this motion into a forward and backward whil orbits. The current function makes use of two sensors to generate a bi-directional spectrogram. The me...
上传时间: 2015-06-23
上传用户:372825274
资源简介:This example provides a description of how to use a DMA channel to transfer a word data buffer from memory (Flash) to memory (RAM). The dedicated DMA channel is configured to transfer once a time a 32 word data buffer stored as constant...
上传时间: 2016-04-24
上传用户:ecooo
资源简介:GloptiPoly 3: moments, optimization and semidefinite programming. Gloptipoly 3 is intended to solve, or at least approximate, the Generalized Problem of Moments (GPM), an infinite-dimensional optimization problem which can be viewed as...
上传时间: 2016-06-05
上传用户:lgnf
资源简介:The VideoTransmit class is a simple wrapper that can be programmed to take video input from a source of your choice and transmit the video to a destination computer or network in JPEG format.
上传时间: 2014-01-06
上传用户:zhuyibin
资源简介:The audioTransmit class is a simple wrapper that can be programmed to take audio input from a source of your choice and transmit the audio to a destination computer
上传时间: 2013-12-16
上传用户:sjyy1001
资源简介:The application described in this document is for a product that is subject to continuous developments and improvements. All particulars of the product and its use contained in this document are given by ARM in good faith. However, all ...
上传时间: 2016-12-16
上传用户:dave520l
资源简介:Exploring C++ uses a series of self–directed lessons to divide C++ into bite–sized chunks that you can digest as rapidly as you can swallow them. The book assumes only a basic understanding of fundamental programming concepts (variables, ...
上传时间: 2014-11-15
上传用户:caiiicc
资源简介:Open Source for the Enterprise Open source software is changing the world of Information Technology. But making it work for your company is far more complicated than simply installing a copy of Linux. If you are serious about using open ...
上传时间: 2013-12-27
上传用户:R50974
资源简介:acm HDOJ 1051WoodenSticks Description: There is a pile of n wooden sticks. The length and weight of each stick are known in advance. The sticks are to be processed by a woodworking machine in one by one fashion. It needs some time, called...
上传时间: 2014-03-08
上传用户:netwolf
资源简介:JXMLEditor is a XML editor developed in Java which is based on the Xerces Java parser. The goal of this editor is to offer some features (tree view, drag & drop, syntax colorizing) to create XML documents easily. Also available as Eclipse P...
上传时间: 2013-11-30
上传用户:水口鸿胜电器
资源简介:Octane v1.01.20 The Open Compression Toolkit for C++ . The Open Compression Toolkit is a set of modular C++ classes and utilities for implementing and testing compression algorithms. Simple interface and skeleton code for creating new ...
上传时间: 2013-12-31
上传用户:dbs012280
资源简介:This book is an introduction to Ada 95. It uses an example-driven approach which gradually develops small trivial programs into large case-study type programs. The main emphasis of this book is on maintenance problems, and using object-orie...
上传时间: 2014-01-12
上传用户:koulian