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MonteCarlo

于 2010-07-18 发布 文件大小:389KB
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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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