中文说明: 是信号处理的基础,对于初学matlab的同学会有帮助,用MATLAB实现的压缩传感,使用拉亚普诺夫指数的公式,仿真效率很高的,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。
English Description:
Is the basis for the signal processing, for the beginner will help matlab students, for compressed sensing using MATLAB, using La Jaap Andrianof index formula and simulation efficiency is very high, with the Monte Carlo simulation method calculation of American option price and basic description.