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[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 Gaussian random variables (X1, X<smartwm3> 在 2025-07-05 上传 | 大小:170kb | 下载:0
[多媒体编程] VUMeter
说明:Display decibel audio record level on VU meters.<laquebrada> 在 2025-07-05 上传 | 大小:28kb | 下载:0
[多媒体编程] WaveGen
说明:Generate a .wav file, and save it in RIFF format to a file.<laquebrada> 在 2025-07-05 上传 | 大小:3kb | 下载:0
[android开发] five-pois-program
说明:一个跟机器对答的文字游戏,包括详细的开发文档,是做的课程设计,可以给初学者作为参考。-A machine dialogue with the word games, including the development of detailed documentation, do curriculum design can be as a reference for beginners.<郑旭> 在 2025-07-05 上传 | 大小:3.92mb | 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 more precise and that the errors<smartwm3> 在 2025-07-05 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 Brownian motion under the risk<smartwm3> 在 2025-07-05 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 each dimension. For a d-dimensi<smartwm3> 在 2025-07-05 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 b. To find the nth number, we<smartwm3> 在 2025-07-05 上传 | 大小:138kb | 下载:0