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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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guangfudezuidagonglvzuizong
最大功率输出控制的光伏发电系统,通过输出功率作为反馈信号控制输入电压,是系统处于最大功率输出。这个是最大功率追踪部分。(Maximum power output of photovoltaic power generation system controlled by the output power control input voltage as a feedback signal, the system at the maximum power output. This is the maximum power point tracking section.)
- 2014-02-18 09:28:22下载
- 积分:1
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amexpo1s.amexpo2s.amgauss.amrect.rar
在MATLAB中非平稳信号的调用函数,生成以T0为中心的双边指数调幅信号(MATLAB Central Africa in a smooth signal transfer function, T0 generation to the center of the bilateral index AM signal)
- 2007-04-04 19:09:02下载
- 积分:1
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simulink
USE OF SIMULINK IN MATLAB HOW TO PLACE AND USE VARIOUS BLOCKS IN MATLAB
- 2012-06-20 14:56:28下载
- 积分:1
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Accurate-eye-center-location
Accurate eye center location code
- 2014-08-20 23:53:23下载
- 积分:1
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2d-square-lattice
Fourier transform and eigen-solver are the two fundamental problems to solve. To
understand better about them helps a lot in doing numerical analysis. The following are the band
diagram of a 5*5 square lattice photonic crystalTM band structure for a 2D square lattice with alumina rods in air
- 2013-06-10 01:51:08下载
- 积分:1
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dct-f3
图像dct变换,量化,f3隐写,压缩,解压,使用matlab实现(Image DCT transform, quantization, F3 steganography, compression, decompression, using MATLAB to achieve)
- 2015-06-07 17:01:26下载
- 积分:1
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filter32XDH
32路数字信道化程序
可以多密集的信号进行频率细分(32xindaohuav.m)
- 2010-08-13 22:43:01下载
- 积分:1
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str2m
to retrive signal in matrix form from strucutre which obtained from
scope of simulink
- 2013-09-27 22:05:21下载
- 积分:1
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predictionrandomwalk
another matlab demo about reinforcement learning
- 2012-11-25 16:18:58下载
- 积分:1