-
MonteCarlo
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 Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences)
- 2010-01-12 21:32:32下载
- 积分:1
-
Capon
说明: 在雷达信号处理中,在确定波达方向是的波峰形成算法(In radar signal processing, in determining the direction of arrival of the peak is the formation of algorithm)
- 2008-10-10 20:57:06下载
- 积分:1
-
MMASS
eigsolution for dynamic system
- 2012-03-23 12:48:01下载
- 积分:1
-
MASK
MASK调制信号MATLAB仿真程序,由希尔伯特变换提取调制信号的瞬时信息(MASK MATLAB HILBERT)
- 2020-12-02 22:39:28下载
- 积分:1
-
关于信噪比的求法
关于高斯白噪声的信噪比的精确计算。。。。。。。。。。。。(Accurate Calculation of Signal-to-Noise Ratio of Gauss White Noise)
- 2019-02-22 13:10:42下载
- 积分:1
-
学习matlab的好教程-mfiles
同上,学习matlab的好教程,呵呵,大家不要骂我亚(ibid., Matlab good learning guides, huh, I do not criticize Asia)
- 2005-04-13 20:28:33下载
- 积分:1
-
cluster-matlab
聚类算法 matlab实例,电子书,pdf格式的电子书(Clustering algorithm matlab example)
- 2011-11-19 14:04:06下载
- 积分:1
-
SNR
求信噪比的MATLAB源代码,用于通信系统学习(the matlab code for work out the SNR,for communication study)
- 2013-10-21 10:30:01下载
- 积分:1
-
2.chaos_paper2
2.Fingerprint images encryption via multi-scroll chaotic attractors
- 2011-11-29 23:13:31下载
- 积分:1
-
车桥耦合
可以计算车桥耦合动力响应,得到不同轨道不平顺下的动力响应(The dynamic response of vehicle bridge coupling can be calculated, and the dynamic responses under different track irregularities are obtained)
- 2020-11-21 20:49:35下载
- 积分:1