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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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tx
说明: matlab sdr model works awesome
- 2012-04-12 20:58:50下载
- 积分:1
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dianjihechang
simulink下的异步交流异步电机dqo模型,可以模拟异步电机定子短路和转子断条的故障(asynchronous AC induction motor dqo under simulink model can simulate asynchronous motor stator and rotor off of a short circuit fault)
- 2014-05-03 12:24:11下载
- 积分:1
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selfadapt
matlab code selftuning pid
- 2010-11-15 10:19:25下载
- 积分:1
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vi_encontro
Source code in matlab of neural network.
- 2010-05-30 02:20:33下载
- 积分:1
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14-Probability-model
浙江大学关于概率模型的ppt演示文稿,可以参考(Zhejiang university about probability model PPT presentation manuscripts, can reference)
- 2012-01-14 13:33:35下载
- 积分:1
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fanshe
布拉格光栅通过反射谱滤波仿真,使用矩阵算法(Bragg grating reflection spectra filtered through simulation, using the matrix algorithm)
- 2021-04-07 19:09:01下载
- 积分:1
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matlab_hyperspectral_toolbox_v0.04
高光谱的MATLAB工具箱,可以参考一下,方便易用(Hyperspectral MATLAB toolbox, you can refer to, easy to use)
- 2017-09-17 12:48:08下载
- 积分:1
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CodeBook
进行LTE的预编码时,所需要的码本,在lTE系统的链路级仿真中,发端的设计编程。(codebook,LTE)
- 2010-10-13 11:35:03下载
- 积分:1
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chapter5
Power Systems Oscillations C5 examples
- 2013-01-05 10:20:01下载
- 积分:1