Results 91 to 100 of about 6,577,745 (189)

A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation [PDF]

open access: yes
Monte Carlo simulation of weak approximations of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often required, one needs highly efficient
Filippo Martini   +3 more
core  

Monte Carlo Simulations for Real Estate Valuation [PDF]

open access: yes
We use the Adjusted Present Value (APV) method with Monte Carlo simulations for real estate valuation purposes. Monte Carlo simulations make it possible to incorporate the uncertainty of valuation parameters, in particular of future cash flows, of ...
Elion Jani, Martin Hoesli, André Bender
core  

Estimating the Economic Impact of Neonatal Calf Diarrhea Agents With Decision Tree Analysis and the Monte Carlo Simulation Model. [PDF]

open access: yesVet Med Sci
Küçükoflaz M   +7 more
europepmc   +1 more source

The Foresight Bias in Monte-Carlo Pricing of Options with Early [PDF]

open access: yes
In this paper we investigate the so called foresight bias that may appear in the Monte-Carlo pricing of Bermudan and compound options if the exercise criteria is calculated by the same Monte-Carlo simulation as the exercise values.
Christian Fries
core  

Design and Analysis of Monte Carlo Experiments [PDF]

open access: yes
monte carlo experiments;simulation models;mathematical analysis;sensitivity analysis;experimental ...
Kleijnen, J.P.C.
core  

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