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[matlab例程] Simulations-with-Quadratic-Resampling-Technique.z
说明：this algorith for Use the quadratic resampling technique of Barraquand (1995) to generate N = 10, 100, 1000, 10000 and 100000 pairs of variables with the following parameters: a = 0.40, b = 0.80, c = 0.50 Complete development exercise-this is<smartwm3> 在 2025-11-10 上传 | 大小：146kb | 下载：0
[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 2025-11-10 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 more precise and that the errors<smartwm3> 在 2025-11-10 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 2025-11-10 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 2025-11-10 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 2025-11-10 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 2025-11-10 上传 | 大小：1kb | 下载：0