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updated 6 years ago

Sampling from a discrete distribution by Dahua Lin

The function is to draw samples from an arbitrary discrete distribution. (monte carlo, simulation, sampling)

discretesample(p, n)

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updated 6 years ago

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (finance, modeling, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

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