搜索资源列表
haltonCodes
- 拟蒙特卡罗Halton序列产生程序，希望对大家有用，-Monte Carlo Halton sequence to be generated procedures in the hope that it may be useful right,
udpoint
- The Hammersley and Halton point sets, two well known low discrepancy sequences, have been used for quasi-Monte Carlo integration in previous research. A deterministic formula generates a uniformly distributed and stochastic-looking sampling pattern,
halton
- QMC
haltom
- a program which creates N elements of an M dimensional Halton sequence and write them to a file. -a program which creates N elements of an M dimensional Halton sequence and write them to a file.
halton
- HALTON序列的matlab程序源码,是拟蒙特卡罗方法的序列之一-the project of sequence of halton in matlab
Haltonseq
- Halton sequence irregular nodes
halton
- halton序列，产生低差异序列，用于拟蒙特卡罗模拟-halton series
产生拟随机数的MATLAB代码
- 本代码包括Halton,Faure,Sobol,Neiderreit,Korobov,Fibonacci等6个拟随机数序列的产生代码以及所需要的原始数据。
FAURE-SEQUENCE
- The Faure sequence looks like the Halton one, with two major differences: • We choose the same base for all of our problem’s dimensions, • We use a permutation of the vector composed of the elements for each dimension. For a d-dimensi
亚洲期权定价
- 运用Halton sequence对亚洲期权进行定价的MATLAB程序，而且还可以仿真得到资产价格路径图。
FMT_star
- 快速搜索随机树FMT程序，利用halton序列采点，并进行相应的采样规划，实现在0-1内的路径规划(Quickly search the random tree FMT program, use the Halton sequence to pick up the point, and carry on the corresponding sampling plan, realize the path planning within 0-1.)