Monte Carlo simulations using MATLAB: TestPolyGon(Method) - File Exchange

Code covered by the BSD License

Highlights from
Monte Carlo simulations using MATLAB

BlsHalton(S0,X,r,T,sigma,NPoi... BlsHalton.m
BlsMC(S0,X,r,T,sigma,NRepl) BlsTMC.m
BlsMCAV(S0,X,r,T,sigma,NRepl) BlsMC.m
BlsMCCV(S0,X,r,T,sigma,NRepl,... Price a vanilla cal using the stock price s a control variable
CreateConvexPolygon(Containin...
EstimateAreaMC(xpoly,ypoly,ma...
FillBetween(Xdata,YLower,YUpp...
GetOptionPrice(Paths,Exercise...
TestPolyGon(Method) Create a Random Polygon
blsSobol(S,E,r,T,sigma,nSims) %GetSobolVanillaPrice - Vanilla option pricing using simulation and Sobol
ConfidenceIntervalInMC.m
MainLakeArea.m
MonteCarlo.m
VanillaPricingUsingDifferentM...
WebinarScript.m
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from Monte Carlo simulations using MATLAB by Vincent Leclercq
Demonstrations of Monte Carlo simulations in MATLAB

TestPolyGon(Method)

function TestPolyGon(Method)
%% Create a Random Polygon
maxsize = 100;
NbMaxPoints = 8;
[xpoly, ypoly , h] =CreateConvexPolygon(maxsize,NbMaxPoints);
Area= EstimateAreaMC(xpoly,ypoly,maxsize,2500, Method,true)

Highlights from Monte Carlo simulations using MATLAB

Highlights from
Monte Carlo simulations using MATLAB