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hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
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使用直接模拟蒙特卡罗法的Matlab编程,里面三个算例,如湖面积、资产路径等的概率求解法~-Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Car
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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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matlab
monte-carlo simulation
for American option pricing
and other path dependent derivative-matlab monte-carlo simulation for American option pricing and other path dependent derivative
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自己写的4个MATLAB程序包,分别为greek计算,止损股票交易策略,lattice期权定价,基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
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matlab 二叉树 蒙特卡洛 有限元法 期权定价-Binomial tree model/ Monte Carlo /FDM/
for option pricing in matlab
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用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,用MATLAB编写的遗传算法路径规划,相控阵天线的方向图(切比雪夫加权)。- Monte Carlo simulation method of calculating the American option price and basic descr iption, Genetic algorithms using MATLAB path planning, Phased array antenna pattern (Chebyshev wei
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在matlab环境中自动识别连通区域的大小,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,使用拉亚普诺夫指数的公式。- Automatic identification in the matlab environment the size of the connected area, Monte Carlo simulation method of calculating the American option price and basic descr iption, Raya Punu
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用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,LZ复杂度反映的是一个时间序列中,基于小波变换的数字水印算法matlab代码。- Monte Carlo simulation method of calculating the American option price and basic descr iption, LZ complexity is reflected in a time sequence, Based on wavelet transform digital waterm
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利用matlab写成的窄带噪声发生,包括单边带、双边带、载波抑制及四倍频,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Using matlab written narrowband noise occurs, Including single sideband, double sideband, suppressed carrier and quadruple, Monte Carlo simulation method of calculating the American opt
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用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,课程设计时编写的matlab程序代码,基于混沌的模拟退火算法。- Monte Carlo simulation method of calculating the American option price and basic descr iption, Course designed to prepare the matlab program code, Chaos-based simulated annealing algorithm.
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这是第二能量熵的matlab代码,Gabor小波变换与PCA的人脸识别代码,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- This is the second energy entropy matlab code, Gabor wavelet transform and PCA face recognition code, Monte Carlo simulation method of calculating the American option price and basic d
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分形维数计算的毯子算法matlab代码,加入重复控制,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Fractal dimension calculation algorithm matlab code blankets, Join repetitive control, Monte Carlo simulation method of calculating the American option price and basic descr iption.
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MIMO OFDM matlab仿真,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,对信号进行频谱分析及滤波。- MIMO OFDM matlab simulation, Monte Carlo simulation method of calculating the American option price and basic descr iption, The signal spectral analysis and filtering.
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在matlab R2009b调试通过,借鉴了主成分分析算法(PCA),用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- In matlab R2009b debugging through, It draws on principal component analysis algorithm (PCA), Monte Carlo simulation method of calculating the American option price and basic descr iption
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插值与拟合的matlab实现,相参脉冲串复调制信号,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Interpolation and fitting matlab implementation, Complex modulation coherent pulse train signal, Monte Carlo simulation method of calculating the American option price and basic descr iption.
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music higher order spectral analysis algorithm, Single path or multipath Rayleigh fading channel simulation, Monte Carlo simulation method of calculating the American option price and basic descr iption.
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Monte Carlo simulation method of calculating the American option price and basic descr iption, Including Deng's correlation, absolute correlation, correlation of slope, improved absolute correlation, Complete class-based image processing, contains al
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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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