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2016
Das Kapitel 3 wendet sich der Monte-Carlo-Simulation von Optionen zu. Allgemeine stochastische Differentialgleichungen mussen hierzu numerisch integriert werden — das erste Thema des Kapitels. Der Prototyp einer solchen Methode ist das Euler-Verfahren, mit dem sich die meisten Beispiele simulieren lassen.
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Das Kapitel 3 wendet sich der Monte-Carlo-Simulation von Optionen zu. Allgemeine stochastische Differentialgleichungen mussen hierzu numerisch integriert werden — das erste Thema des Kapitels. Der Prototyp einer solchen Methode ist das Euler-Verfahren, mit dem sich die meisten Beispiele simulieren lassen.
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2003
Monte Carlo, Monaco, hosts casinos where games of chance, such as slot machines, are played. Although a slot machine occasionally spews out chunks of tokens to lucky patrons, it, in the long run, earns a predictable fortune for the casino owner. A scientist usually devices her games of chance with various tunable parameters.
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Monte Carlo, Monaco, hosts casinos where games of chance, such as slot machines, are played. Although a slot machine occasionally spews out chunks of tokens to lucky patrons, it, in the long run, earns a predictable fortune for the casino owner. A scientist usually devices her games of chance with various tunable parameters.
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Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues
Technometrics, 2000John Odentrantz
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AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation
, 2011B. Echard, N. Gayton, M. Lemaire
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1992
Abstract It could be argued that current physics research can be divided into three areas-theoretical, experimental, and computational. umerical approaches, in which systems are mimicked as accurately as possible using a computer or in which computer models arc set up to provide well-behaved experimental systems are increasingly ...
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Abstract It could be argued that current physics research can be divided into three areas-theoretical, experimental, and computational. umerical approaches, in which systems are mimicked as accurately as possible using a computer or in which computer models arc set up to provide well-behaved experimental systems are increasingly ...
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Charge Transport in Disordered Organic Photoconductors a Monte Carlo Simulation Study
, 1993H. Bässler
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P-graph and Monte Carlo simulation approach to planning carbon management networks
Computers and Chemical Engineering, 2017R. Tan, K. Aviso, D. Foo
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An efficient reliability method combining adaptive Support Vector Machine and Monte Carlo Simulation
, 2017Q. Pan, D. Dias
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