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Questions - montecarlo

What is the issue in my array division step?

I am working on a program to run a Monte Carlo simulation in Python. The program is supposed to approximate the integral of x/((1 + x^2)^2) from x = 0 to infinity. I believe I have an issue with m...
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Thomas

python

montecarlo

Votes: 0

Answers: 1

Latest Answer

I would do it this way. Rewrite integral as ∫0∞ x/(1+x2) 1/(1+x2) dx From w(x) = 1/(1+x2) I would sample random numbers and mean of g(x)=x/(1+x2) would provide us with the answer Along the lines (Pyth...
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Severin Pappadeux

Struggling to change y-axis in Monte Carlo from number of occurrences to percents

I am trying to change my Y-Axis on a histogram I have created for a Monte Carlo Simulation. The Y-Axis is currently outputting number of occurrences opposed to percents. I have my code below and I am ...
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matthewg0805

python

finance

forecasting

stock

montecarlo

Votes: 0

Answers: 1

Latest Answer

The main idea is to use weights to give each observation an equal weight or contribution to the bin of 0.001. Given a thousand trials you then obtain the relative frequency. import pandas_datareader a...
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KarelZe

Geometric Brownian motion C++

I am trying to devellop a small option pricer using win32 API. To do that I use monte carlo simulation to compute the price of a call option but there is a mistake in my simulation and I don't see whe...
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AlexHhz

c++

call

montecarlo

price

gbm

Votes: 0

Answers: 0

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