几何布朗运动的Monte Carlo模拟以及美式期权定价
几何布朗运动的Monte Carlo模拟以及美式期权定价...
几何布朗运动的Monte Carlo模拟以及美式期权定价...
这是monte carlo粒子滤波的一个实例程序,对于学习卡尔曼滤波和粒子滤波都有很大帮助...
A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces...
MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework....
应用Fortran对一维Iing模型进行计算,得到了较好的结果。...