资源列表
[matlab例程] Application-Case-Generation-of-Random-Variables.z
说明:APPLICATION CASES OF RANDOM VARIABLES SIMULATIONS - Application Case: Generation of Random Variables as a Function of the Number of Simulations This application consists of writing a program to generate two Ga<smartwm3> 在 2025-01-26 上传 | 大小:170kb | 下载:0
[matlab例程] simulations-whit-control-variates
说明:Run our simulations for European call and put options using the control variates technique. Tables 10.5 and 10.6 present the simulations results. We observe that the prices obtained with Monte Carlo simulations are mor<smartwm3> 在 2025-01-26 上传 | 大小:383kb | 下载:0
[matlab例程] PLAIN-VANILLA-OPTIONS-EUROPEAN-PUT-AND-CALL
说明:We assume that the asset S(t) follows the stochastic differential equation (Geometric Brownian Motion) we have studied in Chapter 8 under the risk-neutral probability: dS(t) = r S(t)dt + σ S(t)d 4W(t), where 4W is the<smartwm3> 在 2025-01-26 上传 | 大小:387kb | 下载:0
[matlab例程] FAURE-SEQUENCE
说明:The Faure sequence looks like the Halton one, with two major differences: • We choose the same base for all of our problem’s dimensions, • We use a permutation of the vector composed of the elements for eac<smartwm3> 在 2025-01-26 上传 | 大小:277kb | 下载:0
[matlab例程] VAN-DER-CORPUT-SEQUENCE-(BASIC-SEQUENCE)
说明:The Van Der Corput sequence is the basic sequence of many Quasi Monte Carlo simulations (QMC). We now present the method to follow in order to determine the nth element of the sequence.We begin by choosing a prime number<smartwm3> 在 2025-01-26 上传 | 大小:138kb | 下载:0
[matlab例程] fractional
说明:利用cptio分数阶微分定义,实现分数阶混沌系统的求解-fractional chaotic system<任博> 在 2025-01-26 上传 | 大小:1kb | 下载:0
[matlab例程] benjie_v45
说明:基于K均值的PSO聚类算法,窗函数法设计一个数字带通FIR滤波器,对球谐函数图形进行仿真。- K-means clustering algorithm based on the PSO, A window function design FIR digital band-pass filter, Of spherical harmonics graphic simulation.<siu> 在 2025-01-26 上传 | 大小:6kb | 下载:0
[matlab例程] partial-differential-equations
说明:可供用matlab求解偏微分方程的数值解学习-the study of the Numerical Solution of Partial Differential Equations with matlab<刘皓> 在 2025-01-26 上传 | 大小:90kb | 下载:0