Diffusion

Closed Form Option Pricer for Jump Diffusion Processes

Matlab implementation of a monodomain reaction-diffusion model in 2-D. The model equations are a variant of the Fitzhugh-Nagumo equations modified to simulate the cardiac action potential. The progression of the two normalized state variables, membrane voltage (v) and recovery (r), is computed...

Membrane diffusion in a coupled reactor system can cause complex behaviour such as oscillations, period doubling and chaos. Here we study a simple model suggested by Deng-Harrison in 1969. The bifurcation diagram is obtained. We find good agreement with Figure 10 page 76 of the paper by Lengyel...


Platforms: Matlab

To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...


Platforms: Matlab

Math::Fractal::DLA is a Diffusion Limited Aggregation (DLA) Generator. SYNOPSIS use Math::Fractal::DLA; $fractal = new Math::Fractal::DLA; # Dynamic loading of the subclass Math::Fractal::DLA::TYPE $fractal->setType( TYPE ); # Open the log file FILE $fractal->debug( debug => 1, logfile...


Platforms: *nix

Fusion Field is a smooth diffusion reverb that sits beautifully in a mix. A clean, unobtrusive sound with a natural falloff that floats and complements the source material perfectly. Designed to imitate complex, natural spaces, it is also very easy to use. The main 'cloud' display represents the...


Platforms: Windows

Fusion Field is a smooth diffusion reverb that sits beautifully in a mix. A clean, unobtrusive sound with a natural falloff that floats and complements the source material perfectly. Designed to imitate complex, natural spaces, it is also very easy to use. The main 'cloud' display represents the...


Platforms: Windows

Fusion Field is a smooth diffusion reverb that sits beautifully in a mix. A clean, unobtrusive sound with a natural falloff that floats and complements the source material perfectly. Designed to imitate complex, natural spaces, it is also very easy to use. The main 'cloud' display represents the...


Platforms: Mac

FiberTracking is a small, easy to use application specially designed to help you explore diffusion tensor images and to reconstruct fiber tracts. This application is intended to help doctors, medical tecnicians or medical researchers to explore diffusion tensor images and to reconstruct fiber...


Platforms: Windows

FiberTracking is a small, easy to use application specially designed to help you explore diffusion tensor images and to reconstruct fiber tracts. This application is intended to help doctors, medical tecnicians or medical researchers to explore diffusion tensor images and to reconstruct fiber...


Platforms: Windows

FiberTracking is a small, easy to use application specially designed to help you explore diffusion tensor images and to reconstruct fiber tracts. This application is intended to help doctors, medical tecnicians or medical researchers to explore diffusion tensor images and to reconstruct fiber...


Platforms: Linux

The samples of code included numerically solve the diffusion equation as it arises in medical imaging. This process is done with multiple solution methods, various boundary conditions, and in multiple dimensions.


Platforms: Matlab

The purpose of this program is to simulate the permeation time lag in a polymer hollow fiber membrane with a dual mode sorption isotherm and the partially immobilized diffusion model.The program plot the 3D time lag with two models:1) concentration gradient as the driving force for diffusion2)...


Platforms: Matlab

JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

MP3 Player is an audio player for MP3 file, intended for the music diffusion on websites. It's open source, free and customizable.The script is compatible with all modern web browsers Flash enabled.


Platforms: PHP

MesoRD is a tool for stochastic simulation of reactions and diffusion [2]. In particular, it is an implementation of the Next Subvolume Method [3, 4], which is an exact method to simulate the Markov process corresponding to the reaction-diffusion master equation [5, 6, 7]. Since version 0.2.0...


Platforms: *nix

A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...


Platforms: Windows

DSI Studio is a software for diffusion MRI processing, including DTI, DSI, and QBI reconstruction as well as fiber tracking. Among the features of DSI Studio are distributed computing and multithread calculation to generate tractographies as well as the ultrafast 3D engine based on DirectX....


Platforms: Windows

Moisture Analysis is a Java-based software that can be used for the moisture analysis of a building envelope by the steady-state diffusion model. This is done according to DS/EN ISO 13788. The input is material data for each layer of the building envelope and 12 sets of exterior conditions...


Platforms: Windows

The essence of the Sin City look is a deep, rich, contrasty black and white with a light diffusion on the highlights and occasional use of spot color - often red. Thru simple controls, Sin City makes you ultimate overlord of your cinematic masterpiece. Just follow the supplied tutorials and...


Platforms: Mac