An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
A java application - processing which can be downloaded free from processing.org
Here it uses a free library - OpenCV - made by intel. .. to convert all the pixels in an image - in fact in a movie - a capture from the webcam. If the color of a pixel is "higher" comparing to a threshold it turns black - otherwise it becomes white.
Memory allocation in C
Dynamic memory allocation and the structures that implement it in C are so universal that they re sometimes treated as a black box. In the real world of embedded systems, that may not be desirable or even possible.
