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MonteCarlo

于 2010-05-28 发布文件大小:387KB

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这个Matlab程序包，展示了Monte Carlo方法的基本原理，并把它应用到金融行业，展示一种方差缩减的技巧。(The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.)

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MonteCarlo

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