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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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demo1
上传一个一维粒子滤波的实例程序,很有用的,希望对大家有帮助(Upload a one-dimensional particle filter example program, very useful, we want to help)
- 2011-05-20 16:11:17下载
- 积分:1
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dft_precoding_downsampling
DFT BASED PRECODING FOR ostbc
- 2014-01-31 01:11:09下载
- 积分:1
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perforatedpanel
微穿孔板是声学领域重要的研究分支。基于此的得到的噪音吸收有重要的应用前景。这是基于matlab实现的共振吸声程序(microperforatedpanel acoustic field is important research branch. For this to be the noise absorption has an important application. This is based on Matlab achieve the resonance absorption process)
- 2007-01-10 11:29:25下载
- 积分:1
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8085
assemblies language 8058
- 2013-12-01 23:29:46下载
- 积分:1
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P
说明: 这是一个基于累计量的独立分量分析改进算法的源程序(This is a cumulant-based independent component analysis algorithm source code)
- 2007-11-29 16:54:01下载
- 积分:1
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PCA+SVM的人脸识别
说明: 使用pca和svm的方法对人脸进行识别和检测,最终达到人脸识别的功能(Face recognition and detection using PCA and SVM methods, and finally achieve the function of face recognition)
- 2020-06-19 14:40:01下载
- 积分:1
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OptSpace_matlab
经典文章Matrix Completion with Noise实现的源代码(Classic article Matrix Completion with Noise source code to achieve)
- 2010-06-12 13:45:02下载
- 积分:1
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RobustandEfficientAlgorithmforEyeDetectiononeye
i trie to implement the research paper "Robust and Efficient Algorithm for Eye Detection on eye" but i need to verify my detected eyes
- 2010-10-07 09:46:14下载
- 积分:1
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DCTbasedwatermark
基于dct的图像水印实现,用MATLAB哟(watermark based on DCT)
- 2009-04-20 16:33:02下载
- 积分:1