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random
- 在Matlab环境下模拟布朗运动的产生,加强对随机现象的理解。
exercise2
- 这是matlab模拟二维及三维布朗运动的程序,并附了一张效果图。 -This is a matlab simulation of two-dimensional and three-dimensional Brownian motion process, with a piece of renderings.
Stochastic_process_simulation
- matlab的各种随机过程的模拟,包括布朗运动,随机树等-matlab simulation of various stochastic processes, including Brownian motion, random trees, etc.
bulang
- 用matlab模拟布朗运动,可输入温度,来估计在该温度下布朗运动的程度-Brownian motion simulation using matlab, you can enter the temperature, to estimate the temperature in the extent of Brownian motion
cp_fixed
- 股票指数模拟为几何布朗运动,GBM。 参数有五个: s0,dt(time step),均值,标准差,到期时间T; 利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR-Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motio
StockPaths
- 股票指数模拟为几何布朗运动,GBM。 参数有五个: s0,dt(time step),均值,标准差,到期时间T; 利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR-Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motio
MATLAB simulation of the Brown movement
- 布朗运动的MATLAB模拟,动态图形的一个简单学习例程。txt文件,粘贴到matlab中就可以运行。(The MATLAB simulation of the Brown movement, a simple learning routine for dynamic graphics. Txt files, paste into the Matlab can run.)