Monte Carlo simulation for computation of definite integrals
The program uses the Monte-carlo algorithm to calculate the area under a curve within proper limits. This can be used as a method to solve definite integrals whose analytic solutions are time consuming. The sample space is generated using random numbers within the user defined limits and the area computation proceeds as per the algorithm. The program returns area under the curve and the corresponding plot of sample space and the curve.
Cite As
Bibhu Das (2024). Monte Carlo simulation for computation of definite integrals (https://www.mathworks.com/matlabcentral/fileexchange/65563-monte-carlo-simulation-for-computation-of-definite-integrals), MATLAB Central File Exchange. Retrieved .
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- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Sciences > Mathematics > Probability & Statistics > Monte-Carlo >
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Version | Published | Release Notes | |
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1.0.0.0 | updated the title. |