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
标签： considered simulated maturity example
上传时间： 2017-05-07
上传用户：hjshhyy
A java application - processing which can be downloaded free from processing.org Here it uses a free library - OpenCV - made by intel. .. to convert all the pixels in an image - in fact in a movie - a capture from the webcam. If the color of a pixel is "higher" comparing to a threshold it turns black - otherwise it becomes white.
标签： processing application downloaded which
上传时间： 2014-01-15
上传用户：D&L37
Datastructure: Linked Lists Stack and Queue Multi-lists Linked Structures Trees Binary Tree Searching and Sorting AVL Tree Red-Black Tree
标签： Linked Datastructure Multi-lists Structures
上传时间： 2014-05-31
上传用户：xmsmh
Memory allocation in C Dynamic memory allocation and the structures that implement it in C are so universal that they re sometimes treated as a black box. In the real world of embedded systems, that may not be desirable or even possible.
标签： allocation structures implement Dynamic
上传时间： 2017-09-05
上传用户：阿四AIR
成功的RF设计必须仔细注意整个设计过程中每个步骤及每个细节，这意味着必须在设计开始阶段就要进行彻底的，仔细的规划，并对每个设计步骤的进展进行全面持续的评估，而这种细致的设计技巧正是国内大多数电子企业文化所欠缺的近几年来，由于蓝芽设备、无线局域网络（WLAN）设备，和行动电话的需求与成长，促使业者越来越关注RF电路设计的技巧。从过去到现在，RF电路板设计如同电磁干扰（EM）问题一样，一直是工程师们最难掌控的部份，甚至是梦魔。若想要一次就设计成功，必须事先仔细规划和注重细节才能奏效。射频（RF）电路板设计由于在理论上还有很多不确定性，因此常被形容为一种L黑色艺术」（black art）。但这只是一种以偏盖全的观点，RF电路板设计还是有许多可以遵循的法则。不过，在实际设计时，真正实用的技巧是当这些法则因各种限制而无法实施时，如何对它们进行折衷处理，重要的RF设计课题包括：阻抗和阻抗匹配、绝缘层材料和层迭板、波长和谐波.等，本文将集中探讨与RF电路板分区设计有关的各种问题
上传时间： 2022-06-21
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