Open AccessApplication of Monte Carlo Method Based on Matlab: Calculation of Definite Integrals and Simulation of Heston’s Model
Author(s) -
Yannan Gao,
Xin Zhao
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1069/1/012092
Subject(s) - monte carlo method , mathematics , stochastic differential equation , series (stratigraphy) , probability density function , differential equation , matlab , monte carlo method in statistical physics , quasi monte carlo method , monte carlo molecular modeling , computer science , hybrid monte carlo , statistical physics , mathematical analysis , physics , markov chain monte carlo , statistics , paleontology , biology , operating system