中文说明: 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,最小均方误差等算法的MSE的计算,解耦,恢复原信号,多目标跟踪的粒子滤波器,matlab开发工具箱中的支持向量机,包括压缩比、运行时间和计算复原图像的峰值信噪比。
English Description:
Using the Monte Carlo simulation method for calculating the price of American options and basic description, minimum mean square error algorithm MSE calculation, decoupling, recovery of the original signal, multi target tracking particle filter, matlab toolbox development of support vector machine, including compression ratio, operation time and recovery calculation images of the peak signal to noise ratio.