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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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matlab
说明: 这是一个处理图像条纹的matlab程序,并且还有高斯滤波,可以去除图像的噪声,是学习matlab图像处理得好程序(This is a striped image processing matlab program, and also Gaussian filter, image noise can be removed, handled well process of learning matlab image)
- 2010-04-15 13:55:32下载
- 积分:1
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TelnetConnectServ
Telnet Connect Server Application in C#, Visual Studio 2010
- 2014-12-11 18:21:36下载
- 积分:1
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元胞自动机模型中的BJH模型
元胞自动机模型中的BJH模型,用于模拟仿真交通流现象(Cellular automata model BJH model for simulation of traffic flow phenomena)
- 2013-11-16 16:54:43下载
- 积分:1
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Satellite-FDM-examples
卫星FDM例子的MATLAB代码,运行结果为BER和信号星座图(Satellite FDM examples, MATLAB code)
- 2012-11-18 19:51:58下载
- 积分:1
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马昌凤-最优化计算方法及其MATLAB程序实现
马昌凤-最优化计算方法及其MATLAB程序实现全文PDF,另外有文中程序,仅供学友们交流最优化(Ma Changfeng optimization calculation method and its MATLAB program to realize;full text PDF;In addition to the program, only schoolmates exchange optimization)
- 2021-01-13 22:28:47下载
- 积分:1
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clutter2
k分布的杂波的生成 运用于杂波模拟当中(k model clutter mulitisim)
- 2009-09-09 16:51:12下载
- 积分:1
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rgb2hsv
fast color conversion from RGB to HSV for matlab
- 2009-10-30 07:51:34下载
- 积分:1
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ld
说明: 吐血奉献雷达数据处理中GPS转大地坐标系源程序,用到的是椭球映射方法,某装备研究所使用(Radar Data Processing blood sacrifice to the earth in the GPS source coordinate system, ellipsoid used is a mapping method, a research institute the use of equipment)
- 2009-05-12 17:20:37下载
- 积分:1
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PSO-BP-wind-power
采用粒子群算法PSO优化BP神经网络,进行风电功率预测,含实际数据和案例(Particle swarm optimization PSO BP neural network for wind power prediction, including the actual data and case)
- 2021-01-21 10:58:46下载
- 积分:1