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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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1
说明: this matlab is to show how some signal function can
be implement in it and how to do some operation on it
- 2011-01-13 04:16:02下载
- 积分:1
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lmi
说明: 一个有关于MATLAB LMI方面的实例(An example of respect on the MATLAB LMI)
- 2010-04-18 14:59:27下载
- 积分:1
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GallagerH
基于1962年Gallager提出的规则LDPC码构造方法实现的生成相应LDPC校验矩阵的相应matlab程序。只需要输入相应的码长,列重,行重即可得到具体的矩阵。(1962 Gallager based on the rules LDPC new method of generating the corresponding LDPC calibration matrix corresponding Matlab procedures. Only need to import the corresponding code length, the series, can be re-specific matrix.)
- 2007-04-03 00:38:02下载
- 积分:1
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chapter-5-and-6
该源代码程序是关于张德丰所编写matlab小波分析的第五和六章(the sourcecodes are match with the book named matlab wavelet analysis by Zhang Defeng)
- 2013-10-16 12:05:16下载
- 积分:1
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face-CNN
自己编写的CNN程序,包括怎么创建数据集(I have written CNN program, including how to create a data set)
- 2020-06-30 05:40:02下载
- 积分:1
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tolpk
Matlab source code for engineer
- 2010-07-21 00:28:56下载
- 积分:1
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Lab5
hardware implementation of digital filters for signal processor
- 2013-09-23 17:02:44下载
- 积分:1
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1
说明: 卷积码维特比译码器设计输出完整电路进行误码率分析(Convolutional code Viterbi decoder integrated circuit design of the output bit error rate analysis)
- 2010-01-18 14:18:33下载
- 积分:1
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chens-synchronzation
实现了文献《非线性函数耦合的Chen吸引子网络的混沌同步》的同步仿真(To achieve the literature, " Chen coupled nonlinear function of chaotic attractor network synchronization" synchronous simulation)
- 2011-06-21 16:56:21下载
- 积分:1