資源簡(jiǎn)介
蒙特卡洛MATLAb代碼
代碼片段和文件信息
%%?Clear?the?environment
clear?all;
close?all;
%%?Select?a?method
%?3?Choices?:?standard?merssone?twister?(rand?function)?halton?sequences?
%?or?Sobol?sequences
Method?=?‘Standard‘;?
%%?Create?a?Random?Polygon
maxsize?=?100;
NbMaxPoints?=?8;
[xpoly?ypoly??h]?=CreateConvexPolygon(maxsizeNbMaxPoints);
%%?Compute?tis?real?area?using?MATLAB?function
disp([‘Area?of?the?polygon?is?‘?num2str(polyarea(xpolyypoly))?]);
%%
NbSimu?=?(10000?:?10000?:?50000)‘;
NbIter?=?numel(NbSimu);
CI???=?zeros(NbIter2);
Area?=?zeros(NbIter1);
Time?=?zeros(NbIter1);
CI_bis?=?zeros(NbIter2);
StdUniforme?=?(1/12)?*?100*100;
%%
for?i?=?1?:?NbIter
????tic;
????[Area(i)CI(i:)]?=?EstimateAreaMC(xpolyypolymaxsizeNbSimu(i)?100?Methodfalse);
????RelativePercent?=?100?*?
?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????文件???????1608??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\LakeArea\ConfidenceIntervalInMC.m
?????文件????????387??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\LakeArea\CreateConvexPolygon.m
?????文件????????993??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\LakeArea\EstimateAreaMC.m
?????文件????????233??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\LakeArea\MainLakeArea.m
?????文件????????214??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\LakeArea\TestPolyGon.m
?????文件???????1690??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\MyMC\MonteCarlo.m
?????文件???????2474??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\PortSim\Equities.mat
?????文件????????680??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\PortSim\GetOptionPrice.m
?????文件???????6481??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\PortSim\Webinarsc
?????文件????????333??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\BlsHalton.m
?????文件????????232??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\BlsMC.m
?????文件????????333??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\BlsMCAV.m
?????文件????????841??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\BlsMCCV.m
?????文件???????2302??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\BlsSobol.m
?????文件????????298??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\FillBetween.m
?????文件???????2089??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction\VanillaPricingUsingDifferentMethods.m
?????文件?????292352??2008-05-23?15:23??MonteCarlo\MonteCarlo\MonteCarlo_Simulations_english.ppt
?????文件????????928??2008-06-08?17:29??MonteCarlo\MonteCarlo\readme.txt
?????文件?????292864??2008-06-08?17:08??MonteCarlo\MonteCarlo\Simulations_Monte_Carlo_french.ppt
?????文件???????1551??2009-06-05?09:24??MonteCarlo\license.txt
?????目錄??????????0??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\LakeArea
?????目錄??????????0??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\MyMC
?????目錄??????????0??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\PortSim
?????目錄??????????0??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos\VarReduction
?????目錄??????????0??2008-06-08?17:26??MonteCarlo\MonteCarlo\Demos
?????目錄??????????0??2009-06-05?09:24??MonteCarlo\MonteCarlo
?????目錄??????????0??2009-12-12?18:35??MonteCarlo
-----------?---------??----------?-----??----
???????????????608883????????????????????27
............此處省略0個(gè)文件信息
評(píng)論
共有 條評(píng)論