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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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rotate
自己编写的旋转算法,没有用imrotate函数(havne t use the function imrotate of matlab)
- 2012-03-27 20:27:01下载
- 积分:1
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Untitled
在读入一个图像时,使用量化矩阵对图像做量化(In reading an image, use images to do quantitative quantization matrix)
- 2010-06-30 09:37:43下载
- 积分:1
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MRC
maximal ratio combining-spatial diversiy
- 2011-01-30 22:24:55下载
- 积分:1
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lktzctswbm
说明: 轮廓图真彩图与三维表面的MATLAB程序。希望对大家有帮助。(True color contour map and three-dimensional surface of the MATLAB program. We want to help.)
- 2009-08-04 21:52:18下载
- 积分:1
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deltasuanzi
detal算子的趋势展示图形
matlab(detal operator trend presentation graphics matlab)
- 2015-03-22 11:03:11下载
- 积分:1
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zishiying
自适应均衡,matlab,实现,无错误,很实用。(Adaptive equalization, matlab, implementation, without error, is very practical.)
- 2014-06-21 17:20:07下载
- 积分:1
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bcs-master
贝叶斯压缩感知 用于稀疏信号重建,基于贝叶斯理论(Adaptive compressive sensing, Bayesian model selection, compressive sensing (CS), experimental design, relevance vector machine (RVM), sparse Bayesian learning.)
- 2021-01-12 20:58:48下载
- 积分:1
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floyd
Floyd 算法, 程序, 代码, 采用Matlab实现(Floyd algorithm, program, code, using Matlab Implementation)
- 2010-08-05 16:48:45下载
- 积分:1
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camara-calibration
摄像机标定的matlab工具箱,里面有关于单个摄像机标定和立体摄像机标定的matalab程序,网上有专门的文档说明。(Camera calibration of matlab toolbox, and there are about a single camera calibration and stereo camera calibration of matalab program, online have special documented.)
- 2012-11-14 13:59:02下载
- 积分:1