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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
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Zernike
绘制zernike曲面,用于分析泽尼克多项式表示光学像差的gui程序。(plot zernike face for analysis basic optical aberration)
- 2020-12-16 10:39:12下载
- 积分:1
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MATLAB-Study
学习MATLAB (学习MATLAB的好帮手)(Study MATLAB (MATLAB is a good helper to learn))
- 2011-08-30 10:19:02下载
- 积分:1
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RUL of battery based on PF
粒子滤波算法预测电池寿命。包括电池容量数据和MATLAB程序。(The RUL prediction of battery based on partical filter. Including battery capacity data and matlab code.)
- 2021-04-21 22:18:49下载
- 积分:1
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matlab-GUI
说明: MATLAB开发的计算机一个。直接运行即可。(MATLAB CALCULATOR)
- 2011-03-23 21:54:44下载
- 积分:1
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Matlab-FEM
Matlab程序 桁架结果、欧拉梁程序
不错哦(Matlab truss result, Euler beam program
)
- 2011-07-01 17:44:34下载
- 积分:1
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simulink
simulink编程资料,学习simulink的东东,包含代码(simulink programming information, learning simulink stuff that contains the code)
- 2012-06-03 18:33:39下载
- 积分:1
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AWGN_Channel_BCH_8DPSK
8DPSK AWGN BER BCH coder
- 2014-10-20 17:04:51下载
- 积分:1
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NLMSarticle
改进的归一化LMS算法文章,即改进的NLMS论文(Improved normalized LMS algorithm article, that paper improved NLMS)
- 2010-11-01 11:15:19下载
- 积分:1
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matlab5
此文件为matlab实例源程序,可直接用于实际,也可加以修改,应用广泛。(matlab)
- 2010-05-24 13:33:31下载
- 积分:1