Computing An Arithmetic Average

An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate

KDE is a powerful Free Software graphical desktop environment for Linux and Unix workstations. It combines ease of use, contemporary functionality, and outstanding graphical design with the technological superiority of the Unix operating system. KDE is a network transparent contemporary...

KDE is a powerful Free Software graphical desktop environment for Linux and Unix workstations. It combines ease of use, contemporary functionality, and outstanding graphical design with the technological superiority of the Unix operating system. KDE is a network transparent contemporary...


Platforms: *nix

Enveria IDE for Rapid Application Development is an intuitive platform for programming robust GUI (graphical user interface) software. We have launched the Enveria RAD IDE as an open source application (https://sourceforge.net/projects/enveria). Previously, the Enveria IDE was utilized as an...


Platforms: *nix

SVMs are a bit tricky. In this case, we show a linear SVM and illustrate its behaviour on some 2D data. This should be great for getting to grips with maximising geometric margins, support vectors, and the optimisation involved in computing an optimal separating hyperplane.Data can be generated...


Platforms: Matlab

Ogg Vorbis is a completely open, patent-free, professional audio encoding and streaming technology with all the benefits of Open Source.This encoder allows to rip CD tracks to Ogg-Vorbis 1.1 files using the Winamp 5 built-in CD ripper (free or pro editions). Resultant files are adjustable through...


Platforms: Windows

PDL::IO::FITS Perl module offers a simple FITS support for PDL. SYNOPSIS use PDL; use PDL::IO::FITS; $a = rfits(foo.fits); # read a FITS file $a->wfits(bar.fits); # write a FITS file This module provides basic FITS support for PDL, in the sense of reading and writing whole FITS files....


Platforms: *nix

Tcl provides a portable scripting environment for Unix, Windows, and Macintosh that supports string processing and pattern matching, native file system access, shell-like control over other programs, TCP/IP networking, timers, and event-driven I/O. Tcl has traditional programming constructs...


Platforms: *nix

Advanced Trigonometry Calculator is a small, simple, command prompt application specially designed to help you with your trigonometry. Advanced trigonometry Calculator is an application of trigonometry able to solve advanced calculations with scientific notation and amplitudes in positive and...


Platforms: Windows, Windows Vista, 7, 7x64

It calculate the arithmetic code of a string of char, subject to an alphabet "A" and a probability distribution "P". http://en.wikipedia.org/wiki/Arithmetic_coding


Platforms: Matlab

Interval arithmetic for Ada is a math library that provides an implementation of intervals for Ada. It includes arithmetic and relational operations. Examples: Tri-state logic The package Intervals serves as a root package and also provides tri-state logic necessary to define relational...


Platforms: *nix

Computing - Data Structures - Data Files - Computer Systems - Data Handling - System Development - Computer Programming - Binary Numbers - Binary Arithmetic - Number Systems - Digital Techniques - Logic Gates - Logic Gates 2 - Logic Families - Flip Flops - Combinational Logic - Counters -...


Platforms: Windows

JCGrid is an easy-to-use tools for real-world grid-computing. It requires only to install Java Runtime and you can easy split your cpu-intensive task among several Workstations/PC/Mac/etc. It includes support for POVRay and MandelGrid as usage examples.


Platforms: Windows, Mac, Linux

OpenECP is an open source fork of the Enomaly Elastic Computing Platform (ECP) following its commercialisation. It is a web-based management platform for hypervisors which can be used to create 'public' and 'private' cloud computing environments.


Platforms: Windows, Mac, Linux

This script achieves exactness by manipulating values stored as a long integer mantissa with an integer exponent (base two). All arithmetic operations are exact except for division which has regular floating point precision.


Platforms: Windows, Mac, *nix, Python, BSD Solaris

This file contains MATLAB functions, m-files, that do Huffman coding and arithmetic coding of integer (symbol) sequences. Complete coding may be done by calling an easy to use main program (or main function), where input argument is the sequences you want to compress and the output is the...


Platforms: Matlab

Computes the Woody average by first aligning individual signals (corrupted by jitter) with the standard average. Uses xcorr to compute the lag and then re-averages the signals to get an improved estimate.Example included in help.Technique deteriorates at low SNRs.


Platforms: Matlab

We present a set of functions based on interval arithmetic to solve small size global optimization problems with guaranteed bounds on solutions. Interval analysis can be used to bound ALL solutions of nonlinear optimization problem, equality constrained or not as well to bound ALL solutions of a...


Platforms: Matlab

JCGrid is an easy-to-use tools for real-world grid-computing. It requires only to install Java Runtime. It doesn't require any OS specific setup (works on any platform thanks to Java). It doesn't require too any file system sharing capability (i.e. NFS, etc). You can easy split your cpu-intensive...


Platforms: *nix

EDA is an Eiffel implementation of the General Decimal Arithmetic Specification. EDA allows unlimited precision decimal arithmetic. By implementing the GDA Specification version 1.08, the library conforms to the requirements of the ANSI/IEEE standard 854-1987, while supporting integer and...


Platforms: *nix