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A Basu


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Confidence Interval Estimation from a matrix
I am dealing with a matrix S of size 100000 x 41. I want to choose 50 numbers between the 95% confidence interval for each colum...

nästan 7 år ago | 1 answer | 0

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Simulating stock price paths in matlab using monte carlo
I am trying to simulate stock price paths and I am using the following code where my initial stock price S0 = 5.However I need t...

nästan 7 år ago | 0 answers | 0

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answers

Question


Spectral Methods in Matlab
Hi, I am trying to implement the spectral analysis on European Put Options. My code is designed to change the number of nodes(b...

ungefär 7 år ago | 0 answers | 0

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answers

Question


Least Squares Monte Carlo for European Options
Hi, I am trying to compare Spectral Methods, Black Scholes analytical and Least Squares Monte Carlo for European Put options.Wh...

ungefär 7 år ago | 0 answers | 0

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Question


Spectral methods for European Options
I am trying to code European Options using the Spectral Methods for Black Scholes. Can anyone help me out with a good reference ...

ungefär 7 år ago | 0 answers | 0

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Mean of some elements in a matrix
I have a matrix A of dimension 25 x 51. I want to calculate the mean of every sequential 5 elements of each row and store them i...

mer än 7 år ago | 1 answer | 0

1

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Question


Plot two graphs inside a loop and link markers with lines
I am trying to plot a line plot for two graphs inside a for loop. The scatter plot working but the line plot is not working. Als...

mer än 7 år ago | 0 answers | 0

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answers

Question


Quandl API MATLAB problem
Hello, I would appreciate some feedback on how to connect Quandl data source with MATLAB. I am using the Quandl API to fetch th...

mer än 7 år ago | 1 answer | 0

1

answer

Question


decimal increment inside a for loop
Hi, I am trying to run a for loop as part of my code. I am trying to have 15 j values between z2 and z1 which are decimal numbe...

mer än 7 år ago | 1 answer | 0

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answer