This repository contains MATLAB scripts and functions for solving a series of Monte Carlo simulation exercises. These exercises cover fundamental methods such as Monte Carlo integration, random ...
% Input: S0 (initial stock price; all other parameters are set inside the function). % Output: p (vector of call prices for different strikes K). % Description: Simulates stock and variance paths ...
Abstract: Resistor-Inductor-Capacitor (RLC) circuits form the building blocks of most electronic networks today and the evaluation of their behavior is of primary importance. This paper presents ...