Results 71 to 80 of about 1,302,044 (285)

Vibrato Monte Carlo Sensitivities [PDF]

, 2009
We show how the benefits of the pathwise sensitivity approach to computing Monte Carlo Greeks can be extended to discontinuous payoff functions through a combination of the pathwise approach and the Likelihood Ratio Method. With a variance reduction modification, this results in an estimator which for timestep h has a variance which is O(h −1/2) for ...
openaire   +3 more sources

Metal–Organic Frameworks for Gaseous Pollutant Management: From Capture to Neutralization and Reutilization

Advanced Functional Materials, EarlyView.
This review maps how MOFs can manage hazardous gases by combining adsorption, neutralization, and reutilization, enabling sustainable air‐pollution control. Covering chemical warfare agent simulants, SO2, NOx, NH3, H2S, and volatile organic compounds, it highlights structure‐guided strategies that boost selectivity, water tolerance, and cycling ...
Yuanmeng Tian, Zeyu Tao, Kaikai Ma, Xiaoliang Wang, Bo Yu, Yiu Wan Yip, Zhijie Chen, Jin Shang, Bin Fei   +8 more
wiley   +1 more source

Monte Carlo Option Princing [PDF]

Lecturas de Economía, 2004
El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos.
Cecilia Maya
doaj   +1 more source

Exhaustive review of acceleration strategies for Monte Carlo simulations in photon transit

Journal of Innovative Optical Health Sciences
Monte Carlo simulation techniques have become the quintessence and a pivotal nexus of inquiry in the realm of simulating photon movement within biological fabrics.
Louzhe Xu, Zijie Zhu, Ting Li
doaj   +1 more source

Inclusion of the QCD next-to-leading order corrections in the quark-gluon Monte Carlo shower

, 2011
Methodology of including QCD NLO corrections in the quark--gluon Monte Carlo shower is outlined. The work concentrates on two issues: (i) constructing leading order (LO) parton shower Monte Carlo from scratch, such that it rigorously extends collinear ...
A. Kusina, A. Kusina, M. Skrzypek, M. Slawinska, M. Slawinska, P. Stephens, S. Jadach, S. Jadach, S. Jadach, S. Jadach, W. Płaczek   +10 more
core   +1 more source

BACH, a Bayesian Optimization Protocol for Accurate Coarse‐Grained Parameterization of Organic Liquids

Advanced Functional Materials, EarlyView.
We present a fully automated Bayesian optimization (BO) protocol for the parameterization of nonbonded interactions in coarse‐grain CG force fields (BACH). Using experimental thermophysical data, we apply the protocol to a broad range of liquids, spanning linear, branched, and unsaturated hydrocarbons, esters, triglycerides, and water.
Janak Prabhu, Akhil Pratap Singh, Pablo Campomanes, Stefano Vanni   +3 more
wiley   +1 more source

Monte Carlo Solutions for Blind Phase Noise Estimation

EURASIP Journal on Wireless Communications and Networking, 2009
This paper investigates the use of Monte Carlo sampling methods for phase noise estimation on additive white Gaussian noise (AWGN) channels. The main contributions of the paper are (i) the development of a Monte Carlo framework for phase noise ...
Çırpan Hakan, Panayırcı Erdal, Simoens Frederik, Duyck Dieter, Moeneclaey Marc   +4 more
doaj   +2 more sources

Status of Mercury and Imp: Two Monte Carlo Transport Codes Developed Using Shared Infrastructure at Lawrence Livermore National Laboratory

EPJ Nuclear Sciences & Technologies
The Monte Carlo Transport Project at Lawrence Livermore National Laboratory develops two Monte Carlo transport codes used in production by a sizable internal user community.
Pozulp Michael, Beck Bret, Bleile Ryan, Brantley Patrick, Dawson Shawn, Gentile Nick, Gonzalez Evan, Grondalski John, Lambert Michael, McKinley Michael, O’Brien Matthew, Procassini Richard, Richards David, Robinson Alex, Sepke Scott, Stevens David, Vega Richard, Yang Max   +17 more
doaj   +1 more source

Monte Carlo Option Princing

Lecturas de Economía, 2009
El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos.
Cecilia Maya
doaj   +1 more source

Vectorized Monte Carlo methods for reactor lattice analysis [PDF]

, 1984
Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed.
Brown, F. B.
core   +1 more source