monte-carlo-integration

Here are 4 public repositories matching this topic...

shehio / Computational-Finance

monte-carlo monte-carlo-simulation optimal-control bootstrapping-statistics monte-carlo-integration yield-curve optimal-execution almgren-chriss computational-finance financial-engineering monte-carlo-sampling modern-portfolio-theory financial-economics markowitz-portfolio stochastic-optima

Updated Dec 19, 2019
MATLAB

DevAime / monte-carlo-integration

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A comprehensive MATLAB graphical user interface for numerical integration using Monte Carlo methods. This tool provides an intuitive way to compute single and double integrals with real-time visualization and error analysis.

integration matlab monte-carlo-simulation mathematical-modelling monte-carlo-integration matlab-gui monte-carlo-sampling

Updated Sep 25, 2025
MATLAB

bnovik0v / comp_math

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Matlab

integration monte-carlo-integration differentiation

Updated Jun 23, 2018
MATLAB

v-- / nsm

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Implemented algorithms from a numerical stochastic methods university course

numerical-methods monte-carlo-integration random-generator random-variables quasirandom-sequences

Updated Jun 21, 2018
MATLAB

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monte-carlo-integration

Here are 4 public repositories matching this topic...

shehio / Computational-Finance

DevAime / monte-carlo-integration

bnovik0v / comp_math

v-- / nsm

Improve this page

Add this topic to your repo