monte-carlo analysis
1Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …
2Monte 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… …
3Monte Carlo Universal — (MCU) is a project on development and practical use of a universal computer code for simulation of particle transport (neutrons, photons, electrons) in three dimensional systems by means of the Monte Carlo method. The main advantage of the Monte… …
4Monte Carlo N-Particle Transport Code — (MCNP) is a software package for simulating nuclear processes. It is developed by Los Alamos National Laboratory and is distributed within the United States by the Radiation Safety Information Computational Center in Oak Ridge, TN and… …
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… …
8Monte Carlo algorithm — In computing, a Monte Carlo algorithm is a randomized algorithm whose running time is deterministic, but whose output may be incorrect with a certain (typically small) probability. The related class of Las Vegas algorithms is also randomized, but …
9Markov 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… …
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… …
