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Code 21-40 of 100   Pages: Go to  << Prior  1  2  3  4  5  Next >>  page  

Compute European call option price using the Heston model and a conditional Monte-Carlo method

[call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)


S0 - Current price of the underlying asset.
r - Annualized continuously compounded risk-free rate of return over the life of the option,...

Function target_image_gen use Vx, Vy and Vz to create a movie simulation of a targets aproach. I edit this demo to have differents movies to test a target tracking system I made in simulink.

Function target_gen creates a target (11,11)...

This code ask u to enter the number of frames u want to send then how many bits in one frame...then it will generate the transmitted bits with the received message and also the ACK frame...all this based on the principle of sliding window....then...

Bouncing superball simulation with spin on arbitrary 2D surfaces. Simulates frictional collisions of a spinning ball against arbitrary surfaces. New surfaces can be added by the user to set up any scenario with multiple surfaces while the...

GNU Cim is a compiler for the programming language Simula (except unspecified parameters to formal or virtual procedures).

It offers a class concept, separate compilation with full type checking, interface to external C routines, an...

"It takes from 10 to 15 years to bring a new drug to market?at a cost rapidly approaching $1 billion. A key contributor to these staggering costs is late-stage failure: Of every 250 compounds that enter preclinical testing, only five proceed...

In this programe a highly scattered enviroment is considered. The Capacity of a MIMO channel with nt transmit antenna and nr recieve antenna is analyzed.capacity of MIMO the result dependences Capacity (bit/s/Hz), and the SNR (dB), in this...

Simulation of a single hand of blackjack
Calculates the profit and loss when playing a single hand of blackjack

This is an FSK modulation spread with a PN sequence generator.

It is a simulation file that illustrates the effects of spread spectrum communications.

I am interested on collaboration.

Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK.

Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve.

The computation uses a...

Boundary Control via Modified Smith Predictors for Beam Equation with Delayed Boundary Measurement

Smith predictor and its variants are applied to the boundary control of Euler-Bernoulli beam equation with delayed boundary measurement....

Simulation of Trajectory of Two-body system, sun and earth in this case.

all the physics of this simulation are some what correct for the generalizations made. The wind resistance effecting the rocket is totally random and the jet propulsion corrects for it.

**** this takes a good processor to run fast****

This is a fully three-dimensional rigid body simulation engine. The bodies are unconstrained. This example demonstrates the simulation of a triple pendulum: three prismatic bars connected by springs bounce and swing freely.

A WiMAX simulation where you can define the number of OFDM symbols to simulate, type of channel (SUI 1-6 or AWGN Channel), lots of BW and four kind of cyclic prefix. You can choose 4 different modulation as you can choose on IEEE 802.16d

The MUSIC algorithm, proposed by Schmidt, first estimates a basis for the noise subspace and then determines the peaks the associated angles provide the DOA estimates.
The MATLAB code for the MUSIC algorithm is sampled by creating an array of...

Simulation of a gaussian pulse propagated in free space through 1000 um, using finite differences.
Just run the script and you'll get a surface which is made up of the pulse propagated at 1 um steps.

In this implementation of tracking a ball, we will track a live ball using Kalman filter. The tracking will switch to autorun mode when the sight of the ball is lost and Kalman will estimate the motion based on it's previous states

This file simulates the model of permanent magnet synchronous motor and compare it with the model provided with Matlab. All the major signals required in PMSM drive have been extracted. The model provides a detailed look on the inside of PMSM. The...