Results 31 to 40 of about 1,407,468 (324)

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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Monte Carlo methods

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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Derivation and verification of the direct-sampling method for simulating Monte Carlo flight paths in tetrahedral meshes with linear finite-element cross sections

EPJ Nuclear Sciences & Technologies
This 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., Rising Michael E., Kulesza Joel A., Weaver Colin 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, KOMANG DHARMAWAN, KETUT JAYANEGARA   +2 more
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Hybrid Monte Carlo-Methods in Credit Risk Management

, 2014
In this paper we analyze and compare the use of Monte Carlo, Quasi-Monte Carlo and hybrid Monte Carlo-methods in the credit risk management system Credit Metrics by J.P.Morgan.
Del Chicca, Lucia, Larcher, Gerhard
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A sequential Monte Carlo approach to computing tail probabilities in stochastic models [PDF]

, 2011
Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events.
Chan, Hock Peng, Lai, Tze Leung
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Unveiling the importance of heterotrophy for coral symbiosis under heat stress

mBio
Global 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, Renaud Grover, Christine Ferrier-Pagès   +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, Qingqing Guo, Huibin Lin, Deng Pan, Xiaodong Huang, Jianqun Lin, Jianqiang Lin   +6 more
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Reducing quasi-ergodicity in a double well potential by Tsallis Monte Carlo simulation

, 2000
A new Monte Carlo scheme based on the system of Tsallis's generalized statistical mechanics is applied to a simple double well potential to calculate the canonical thermal average of potential energy.
Andricioaei, Andricioaei, Andricioaei, Berg, Curado, Ferrenberg, Frantz, Kirkpatrick, Masao Iwamatsu, Metropolis, Penna, Straub, Swendsen, Thirumalai, Tsallis, Tsallis, Tsallis, Weerasinghe, Yutaka Okabe   +18 more
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Uma abordagem simplificada do método Monte Carlo Quântico: da solução de integrais ao problema da distribuição eletrônica A simplified approach to the Quantum Monte Carlo method: from the solution of integrals to the electronic distribution problem

Química Nova, 2008
The paper presents an introductory and general discussion on the quantum Monte Carlo methods, some fundamental algorithms, concepts and applicability. In order to introduce the quantum Monte Carlo method, preliminary concepts associated with Monte Carlo ...
Wagner Fernando Delfino Angelotti, André Luiz da Fonseca, Guilherme Barreto Torres, Rogério Custodio   +3 more
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