Results 21 to 30 of about 223,388 (265)
E-Jurnal Matematika, 2017 Contract options are the most important part of an investment strategy. An option is a contract that entitles the owner or holder to sell an asset on a designated maturity date.
DEWA AYU AGUNG PUTRI RATNASARI +2 more
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Frequency-resolved Monte Carlo
Scientific Reports, 2018 We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of frequency-resolved ...
Juan Camilo López Carreño +2 more
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Automatic differentiable Monte Carlo: Theory and application
Physical Review Research, 2023 Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored.
Shi-Xin Zhang, Zhou-Quan Wan, Hong Yao
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EPJ Web of Conferences, 2013 Bayesian inference often requires integrating some function with respect to a posterior distribution. Monte Carlo methods are sampling algorithms that allow to compute these integrals numerically when they are not analytically tractable.
Bardenet Rémi
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Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
Statistical Theory and Related Fields, 2017 Monte Carlo and quasi-Monte Carlo methods are widely used in scientific studies. As quasi-Monte Carlo simulations have advantage over ordinary Monte Carlo methods, this paper proposes a new quasi-Monte Carlo method to simulate Brownian sheet via its ...
Xinyu Song, Yazhen Wang
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Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [PDF]
Royal Society Open Science, 2017 In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during ...
D. Crevillén-García, H. Power
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EPJ Nuclear Sciences & TechnologiesThis paper provides a derivation of a direct-sampling approach for modeling continuously varying cross sections in tetrahedral-mesh-based Monte Carlo codes. Specifically, cross sections are spatially approximated using linear nodal finite elements.
Vaquer Pablo A. +3 more
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PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE
E-Jurnal Matematika, 2017 Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price.
NI NYOMAN AYU ARTANADI +2 more
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Unveiling the importance of heterotrophy for coral symbiosis under heat stress
mBioGlobal warming endangers reef-building corals as they lose their photosynthetic symbionts, which limits their ability to feed autotrophically. Consequently, heterotrophy, the capture of zooplankton, can become crucial for the energy budget of heat ...
Stephane Martinez +2 more
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Modeling of lactose enzymatic hydrolysis using Monte Carlo method
Electronic Journal of Biotechnology, 2019 Background: Mathematical modeling is useful in the analysis, prediction, and optimization of an enzymatic process. Unlike the conventional modeling methods, Monte Carlo method has special advantages in providing representations of the molecule’s spatial ...
Ling Gao +6 more
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