Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection [PDF]
, 2019 We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness.
Advani, Arun +2 more
core +3 more sources
Charged Polymer/Nanoparticle Mixtures: Monte Carlo Simulations
CHIMIA, 2002 We used Monte-Carlo simulations to study the formation of complexes between charged polymers (or polyelectrolytes) with oppositely charged spherical nanoparticles.
Abohachem Laguecir +2 more
doaj +1 more source
Odd-flavor Simulations by the Hybrid Monte Carlo [PDF]
, 2000 The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is ...
de Forcrand, Philippe, Takaishi, Tetsuya
core +2 more sources
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
doaj +1 more source
Effect of atomic scale plasticity on hydrogen diffusion in iron: Quantum mechanically informed and on-the-fly kinetic Monte Carlo simulations [PDF]
, 2008 We present an off-lattice, on-the-fly kinetic Monte Carlo (KMC) model for simulating stress-assisted diffusion and trapping of hydrogen by crystalline defects in iron.
A. Ramasubramaniam +4 more
core +2 more sources
First and second generation lookback and barrier options: enhancing pricing accuracy through Conditional Monte Carlo [PDF]
Risk Management MagazineThis 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
Simulation of n_f =3 QCD by Hybrid Monte Carlo [PDF]
, 2000 Simulations of odd flavors QCD can be performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD simulations.
Alexandrou +14 more
core +2 more sources
Multilevel Monte Carlo Path Simulation [PDF]
Operations Research, 2008 We show that multigrid ideas can be used to reduce the computational complexity of estimating an expected value arising from a stochastic differential equation using Monte Carlo path simulations. In the simplest case of a Lipschitz payoff and a Euler discretisation, the computational cost to achieve an accuracy of O(ϵ) is reduced from O(ϵ−3) to O(ϵ−2 (
openaire +2 more sources
Monte-Carlo simulations of superradiant lasing
New Journal of Physics, 2018 We simulate the superradiant dynamics of ensembles of atoms in the presence of collective and individual atomic decay processes. We apply the Monte-Carlo wave-function method and identify quantum jumps in a reduced Dicke state basis, which reflects the ...
Yuan Zhang +2 more
doaj +1 more source
Strong coupling from non-equilibrium Monte Carlo simulations
Journal of High Energy Physics, 2020 We compute the running coupling of non-Abelian gauge theories in the Schrödinger-functional scheme, by means of non-equilibrium Monte Carlo simulations on the lattice.
Olmo Francesconi +2 more
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