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EM algorithm for Gaussian mixture distribution
no vote
Complete matlab code, and an example of how to use the code. In addition, the paper introduces the principle and derivation process of EM algorithm in detail.
一步向前
2018-06-25
1
1
Using Halton sequence to price Asian Options
no vote
Program can generate asset price path map, and Asian call and put options pricing, the program is very easy to use, you can also get the corresponding R language program according to matlab code modification, want to understand the option pricing can refer to.
一步向前
2018-06-24
1
1
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