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这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。
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这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。,The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
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用MATLAB编写的运用Monte Carlo method数值积分的实例程序。可供初学者参考学习!,TETRAHEDRON_MONTE_CARLO is a MATLAB library which estimates the integral of a function over a tetrahedron using the Monte Carlo method.
The library makes it relatively easy to compare different m
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用MATLAB编写的蒙特卡罗算法,用于检测光子成象.非常不错,大牛编写!!!!开发环境:MATLAB-using MATLAB Monte Carlo algorithm for detecting photon imaging. Very good. large cattle prepared! ! ! ! Development environment : MATLAB
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just an example about Monte Carlo simulation in matlab
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用蒙特卡洛法仿真掷骰子问题,可以通过增加实验次数来无限逼近理论概率-Dice with the Monte Carlo simulation of the problem, you can experiment by increasing the number of times the probability of an infinite approximation theory
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用Matlab实现蒙特卡罗模拟的源程序,-Monte Carlo simulation using Matlab realization of the source,
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利用matlab实现的蒙特卡罗算法代码,大家可以一起究研一下!-Monte Carlo algorithm is implemented using matlab code, we can study with the study look at!
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用Matlab实现蒙特卡罗模拟的源程序,非常的好用-Monte Carlo simulation using Matlab realization of the source program, very easy to use
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This demo shows the BER performance of linear, decision feedback (DFE), and maximum likelihood sequence estimation (MLSE) equalizers when operating in a static channel with a deep null. The MLSE equalizer is invoked first with perfect channel knowled
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Ising模型铁磁—顺磁相变现象的Monte Carlo模拟的matlab程序-Ising model of ferromagnetic- paramagnetic phase transition phenomenon of the Monte Carlo simulation program matlab
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poisson 求解
Benchmarks several different ways of generating Compound Poisson random variables by Monte Carlo simulation.-compound poisson
Benchmarks several different ways of generating Compound Poisson random variables by Monte Carlo simulation.
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蒙特卡洛算法一些matlaB程序,可以直接使用-Monte Carlo algorithm
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蒙特卡洛的原理,其中讲了一些简单的例子,适合初学者-monte carlo simulation with matlab
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在matlab下,利用monte carlo方法模拟光在混浊介质中的传输-In matlab, monte carlo simulation of the transmission of light in turbid media
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Monte Carlo简单算法,非常基础,主要是随机数的产生(Monte Carlo simple algorithm, very basic, mainly random number generation)
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用蒙特卡洛模拟求解圆周率,在MATLAB上实现 以及模拟马尔科夫过程(Monte Carlo simulation for solving pi)
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Matlab 蒙特卡洛和拉丁超立方采样比较(Comparison of Matlab Monte Carlo and Latin hypercube sampling
matlab)
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是用于解决剔除样本异常值的蒙特卡洛mtlab代码,可以进行参考(Monte Carlo matlab code)
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用蒙特卡洛模拟实现美式期权定价,包括资产路径生成和美式期权欧式期权定价的源代码,附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)
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