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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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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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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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用Monte-Carlo方法解决二维Ising模型-Monte-Carlo method used to solve two-dimensional Ising model
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the book <<Simulation and Monte Carlo With applications in finance and MCMC >> about MONte carlo method applying to finance problem and markov chain and markov decision process.
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蒙特卡罗(Monte Carlo)方法,又称计算机随机模拟方法,是一种基于"随机数"的计算方法。这一方法源于美国在第二次世界大战研制原子弹的曼哈顿计划。该计划的主持人之一数学家冯诺伊曼用驰名世界的赌城-摩纳哥的Monte Carlo来命名这种方法。-Monte Carlo (Monte Carlo) methods, also known as computer-generated random simulation method is based on " random number&
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simulation of European call option using Monte Carlo simulaiton
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simulation of Delta European call option using 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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电力系统可靠性评估基本monte carlo matlab程序-Basic power system reliability assessment procedures monte carlo matlab
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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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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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Monte carlo 模拟,提供很好的模拟实验,更好地在matlab平台上实现(Monte Carlo simulation, simulation experiments provide good, better realization on MATLAB platform)
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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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本程序实现了对1-D和2-D Ising model的解决(How to solve the 1-d and 2-d ising model)
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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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