monte carlo computation
1Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …
2Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …
3Monte Carlo Machine Learning Library (MCMLL) — The Monte Carlo Machine Learning Library (MCMLL) is an open source C++ template library which already relies on some C++0x specs. MCMLL is licensed under the GNU GPL. It is developed under the 64 bit Linux OS. MCMLL should be usable on other… …
4Monte Carlo method for photon transport — Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of… …
5Monte Carlo methods for electron transport — The Monte Carlo method for electron transport is a semiclassical Monte Carlo(MC) approach of modeling semiconductor transport. Assuming the carrier motion consists of free flights interrupted by scattering mechanisms, a computer is utilized to… …
6Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… …
7Monte Carlo option model — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The term Monte Carlo method was coined by Stanislaw Ulam in the… …
8Markov chain Monte Carlo — MCMC redirects here. For the organization, see Malaysian Communications and Multimedia Commission. Markov chain Monte Carlo (MCMC) methods (which include random walk Monte Carlo methods) are a class of algorithms for sampling from probability… …
9Quasi-Monte Carlo methods in finance — High dimensional integrals in hundreds or thousands of variables occur commonly in finance. These integrals have to be computed numerically to within a threshold epsilon. If the integral is of dimension d then in the worst case, where one has a… …
10Quasi-Monte Carlo method — In numerical analysis, a quasi Monte Carlo method is a method for the computation of an integral (or some other problem) that is based on low discrepancy sequences. This is in contrast to a regular Monte Carlo method, which is based on sequences… …
