Results 101 to 110 of about 1,957,287 (256)

First and second generation lookback and barrier options: enhancing pricing accuracy through Conditional Monte Carlo [PDF]

open access: yesRisk Management Magazine
This paper addresses the challenges associated with pricing exotic options, specifically path-dependent ones, with a focus on the limitations of standard Monte Carlo simulations and the advantages provided by Conditional Monte Carlo methods, introduced
Pier Giuseppe Giribone   +1 more
doaj   +1 more source

An Annealed Sequential Monte Carlo Method for Bayesian Phylogenetics [PDF]

open access: yesarXiv, 2018
We describe an "embarrassingly parallel" method for Bayesian phylogenetic inference, annealed Sequential Monte Carlo, based on recent advances in the Sequential Monte Carlo literature such as adaptive determination of annealing parameters. The algorithm provides an approximate posterior distribution over trees and evolutionary parameters as well as an ...
arxiv  

A top-down iteration algorithm for Monte Carlo method for probability estimation of a fault tree with circular logic

open access: yesNuclear Engineering and Technology, 2018
Calculating minimal cut sets is a typical quantification method used to evaluate the top event probability for a fault tree. If minimal cut sets cannot be calculated or if the accuracy of the quantification result is in doubt, the Monte Carlo method can ...
Sang Hoon Han
doaj  

Application of a modified Monte Carlo method for the simulation of heat conduction in a rectangular slab [PDF]

open access: yesMaejo International Journal of Science and Technology, 2008
Monte Carlo method has been used to study heat conduction problems. It is grid-free inimplementation, unlike the conventional Finite Element and Finite Difference Method.
Ademola. A. Dare
doaj  

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