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Application-Case-Generation-of-Random-Variables.z
Downloaded:0
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 rand
Date
: 2025-09-20
Size
: 170kb
User
:
smartwm3
simulations-whit-control-variates
Downloaded:0
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
Date
: 2025-09-20
Size
: 383kb
User
:
smartwm3
PLAIN-VANILLA-OPTIONS-EUROPEAN-PUT-AND-CALL
Downloaded:0
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 Br
Date
: 2025-09-20
Size
: 387kb
User
:
smartwm3
sl1_1
Downloaded:0
ANN code used to predict the function
Date
: 2025-09-20
Size
: 1kb
User
:
海柯漫
FAURE-SEQUENCE
Downloaded:0
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 di
Date
: 2025-09-20
Size
: 277kb
User
:
smartwm3
VAN-DER-CORPUT-SEQUENCE-(BASIC-SEQUENCE)
Downloaded:0
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
Date
: 2025-09-20
Size
: 138kb
User
:
smartwm3
fractional
Downloaded:0
fractional chaotic system
Date
: 2025-09-20
Size
: 1kb
User
:
任博
matlab
Downloaded:0
Matlab programming based on six degrees of freedom robot kinematics forward and reverse operation, easy to understand and with related documents
Date
: 2025-09-20
Size
: 2.27mb
User
:
于晓龙
Schelling-Segregation-Mode
Downloaded:1
matlab Schelling isolation model simulation, support custom size of the region, the number and satisfaction threshold
Date
: 2025-09-20
Size
: 2kb
User
:
wumingzhiyun
benggeng
Downloaded:0
PV modules contain, MPPT module, BOOST module, inverter module,
Date
: 2025-09-20
Size
: 7kb
User
:
manggeng
benjie_v45
Downloaded:0
K-means clustering algorithm based on the PSO, A window function design FIR digital band-pass filter, Of spherical harmonics graphic simulation.
Date
: 2025-09-20
Size
: 6kb
User
:
siu
benjou
Downloaded:0
Several new methods sar image denoising, Graduation useful Clustering analysis based on Euclidean distance.
Date
: 2025-09-20
Size
: 6kb
User
:
siu
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