MATLAB Aided Option Replication

نویسنده

  • Vasilios N. Katsikis
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

H∞ controller design on the COMPleib problems with the Robust Control Toolbox for Matlab

The version R14SP1 of function hinfsyn (full-order H∞ optimal controller synthesis) of the Robust Control System Toolbox for Matlab is benchmarked on the extensive set of linear models of the COMPleib database. The main conclusion is that sometimes the achieved numerical results are surprising, if not disappointing. This illustrates the difficulty of designing efficient and numerically reliable...

متن کامل

Option Pricing Formula for Fuzzy Financial Market

The option pricing problem is one of central contents in modern finance. In this paper, European option pricing formula is formulated for fuzzy financial market and some mathematical properties of them are discussed. This formula may be regarded as the fuzzy counterpart of Black-Scholes option pricing formula. In addition, some illustrative examples are also documented with MATLAB codes. c ©200...

متن کامل

Classifications and Properties of Materials for Chairside Computer-Aided Design/Computer-Aided Manufacturing Dentistry: A Review

Background and Aim: Chairside computer-aided design/computer-aided manufacturing (CAD/CAM) systems have become considerably more accurate, reliable, efficient, fast, and prevalent since 1985 when CEREC was introduced. The inceptive restorative material option for chairside CAD/CAM restorations was limited to ceramic blocks. Today, restorative material options have been multiplied and include me...

متن کامل

Schemebuilder Mechatronics

Schemebuilder Mechatronics is a software tool under the Schemebuilder platform for Computer Aided Conceptual Design (CACD). It has a powerful design knowledge representation which enables designs to be synthesised by interacting via a graphical user interface with the knowledge base. Because design knowledge may be easily and flexibly represented, design reuse and communication of ideas are enh...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017