Price the American put option via Monte carlo simulation and the LSM
资源简介:Price the American put option via Monte carlo simulation and the LSM
上传时间: 2014-01-12
上传用户:许小华
资源简介:MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
上传时间: 2014-11-30
上传用户:shus521
资源简介:Free C++ toolkit to facilitate Monte-Carlo simulation. This is a library covered under the LGPL. "MCS-libre" stands for "Monte Carlo simulation - libre". Documentation and examples are provided. 这是一个免费的用于简化Monte-Carlo模拟的C++...
上传时间: 2013-12-06
上传用户:671145514
资源简介:A Monte-Carlo Maplet for the Study of the Optical Properties of Biological Tissues
上传时间: 2014-01-09
上传用户:liansi
资源简介:This a matlab code that simulate the monte-carlo simulation of using 16-QAM with OFDM system under AWGN case.
上传时间: 2013-12-14
上传用户:yangbo69
资源简介:A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces
上传时间: 2014-01-20
上传用户:hphh
资源简介:Monte Carlo method in the courseware, very carefully! Monte-Carlo simulation method is pretty good in, we quickly under.
上传时间: 2017-01-25
上传用户:lz4v4
资源简介:monte carlo simulation
上传时间: 2015-11-01
上传用户:z754970244
资源简介:MATLAB金融应用的程序:Monte Carlo simulation Spread options 转载
上传时间: 2013-11-28
上传用户:lanjisu111
资源简介:Monte Carlo simulations and statistical analysis with simulated wideband signals.
上传时间: 2016-09-18
上传用户:dianxin61
资源简介:Monte Carlo simulation
上传时间: 2013-12-14
上传用户:gtzj
资源简介:This sample demonstrates the handling of DIF_ calls during device installation and the insertion of a property page into the install wizard and into the device properties.
上传时间: 2014-01-25
上传用户:yy541071797
资源简介:用c8051做的usb鼠标(HID类)Firmware works with the Silicon Labs IDE v1.71 or later and the Keil C51 tool chain. Project and code modifications will be necessary for use with different tool chains.
上传时间: 2016-03-14
上传用户:asdfasdfd
资源简介:Circuit simulation and the simulation function, can be prepared and the process of checking the automatic control system
上传时间: 2014-02-05
上传用户:wweqas
资源简介:This the unix command wc [word count]. Write wc and the name of a file, wc will return the number of words in the file.
上传时间: 2013-12-22
上传用户:woshiayin
资源简介:This program is about the CDMA modem. This is a MATLAB simulation in the field of mobile communication
上传时间: 2017-04-01
上传用户:古谷仁美
资源简介:monte carlo 仿真英文电子书 AGuidetoMonteCarlosimulationsinStatisticalPhysics,Second EditionThis new and updated deals with all aspects of Monte Carlo simulation ofcomplexphysicalsystemsencounteredincondensed-matterphysicsandsta-tistical me...
上传时间: 2016-04-25
上传用户:xmsmh
资源简介:This demo shows the BER performance of linear, decision feedback (DFE), and maximum likelihood sequence estimation (MLSE) equalizers when operating in a static channel with a deep null. the MLSE equalizer is invoked first with perfect chann...
上传时间: 2013-11-25
上传用户:1079836864
资源简介:Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
上传时间: 2015-11-28
上传用户:chenlong
资源简介:Algorithm that find the peaks of a signal. You can choose the number of peaks you want to find and the valour of peak to begin to find.
上传时间: 2013-12-24
上传用户:cc1915
资源简介:A Primer for the Monte Carlo Method.rar
上传时间: 2014-11-22
上传用户:龙飞艇
资源简介:This demo nstrates how to use the sequential Monte Carlo algorithm with reversible jump MCMC steps to perform model selection in neural networks. We treat both the model dimension (number of neurons) and model parameters as unknowns. the de...
上传时间: 2014-01-18
上传用户:康郎
资源简介:This set of files show some of the principles of Monte Carlo simulations, applied in the financila industry. this si the content of the web seminar called "simulations de Monte Carlo en MATLAB".
上传时间: 2013-12-18
上传用户:xiaoyunyun
资源简介:this demo is to show you how to implement a generic SIR (a.k.a. particle, bootstrap, Monte Carlo) filter to estimate the hidden states of a nonlinear, non-Gaussian state space model.
上传时间: 2014-11-10
上传用户:caozhizhi
资源简介:Hybrid Monte Carlo sampling.SAMPLES = HMC(F, X, optionS, GRADF) uses a hybrid Monte Carlo algorithm to sample from the distribution P ~ EXP(-F), where F is the first argument to HMC. the Markov chain starts at the point X, and the functi...
上传时间: 2013-12-02
上传用户:jkhjkh1982
资源简介:Sequential Monte Carlo without Likelihoods 粒子滤波不用似然函数的情况下 本文摘要:Recent new methods in Bayesian simulation have provided ways of evaluating posterior distributions in the presence of analytically or computationally intrac...
上传时间: 2016-05-26
上传用户:离殇
资源简介:蒙特卡罗(Monte Carlo)方法,或称计算机随机模拟方法,是一种基于“随机 数”的计算方法,解决很多计算问题。
上传时间: 2015-01-07
上传用户:风之骄子
资源简介:高分子科学中的Monte Carlo方法
上传时间: 2015-02-21
上传用户:源码3
资源简介:该程序用来检验monte carlo随机数的分布是否满足随机性要求。包括独立性检验、均匀性检验和参数检验。
上传时间: 2015-04-11
上传用户:ggwz258
资源简介:一个随机数产生器(mt19937) 计算物理中Monte Carlo方法中的基本条件 周期为2^19937
上传时间: 2014-01-21
上传用户:天诚24