蒙特卡罗模拟 Resources

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Applying Monte Carlo Simulation Methods for Option Pricing - Statistical simulation methods, also known as Monte Carlo methods, are rarely covered in standard textbooks. Few people fully understand this approach, and those who have heard of it often perceive it as specialized tools for statistical mechanics or nuclear physics, rarely recognizing its relevance to their own research work.

MATLAB 290 views Tagged

Particle filters utilize Monte Carlo simulation to achieve recursive Bayesian filtering, eliminating the need for linearity or Gaussian noise assumptions. This makes them suitable for any nonlinear system representable by state-space models, offering broader applicability than Kalman filters. The provided MATLAB examples demonstrate practical implementations including target tracking, parameter identification, and robotic SLAM applications with detailed code structure explanations.

MATLAB 201 views Tagged