Diffusion Monte Carlo

Results: 30



#Item
21Investment / Interest rate cap and floor / Swaption / LIBOR market model / Interest rate derivative / Implied volatility / Calibrated geometry / Volatility / Mathematical finance / Financial economics / Finance

MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:08
22Light / Optics / Radiative transfer equation and diffusion theory for photon transport in biological tissue / Principal component analysis / Backscatter / Scattering / Monte Carlo method / Physics / Statistical mechanics / Electromagnetic radiation

A Predictive Model of Backscattering at Short Length Scales from Weakly Scattering Media

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Source URL: www.bme.northwestern.edu

Language: English - Date: 2012-07-09 15:31:19
23Partial differential equations / Statistical mechanics / Polarization / Photon / Mean free path / Wave / Radiative transfer equation and diffusion theory for photon transport in biological tissue / Monte Carlo method for photon transport / Physics / Optics / Quantum mechanics

Chapter 2 The Migration of Diuse Photon Density Waves through Highly Scattering Media When light enters a highly scattering (or turbid) medium such as a cloud, milk, or tissue, the photons do not simply reect back from

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Source URL: www.nmr.mgh.harvard.edu

Language: English - Date: 2003-07-02 17:26:19
24Molecular beam epitaxy / Semiconductor growth / Chemistry / Surface diffusion / Kinetic Monte Carlo / Stranski–Krastanov growth / Physics / Science / Materials science / Thin film deposition / Statistical mechanics

Competing roughening mechanisms in strained heteroepitaxy: a fast kinetic Monte Carlo study Chi-Hang Lam1 , Chun-Kin Lee1 , and Leonard M. Sander2 1 arXiv:cond-mat[removed]v2 5 Jul 2002

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Source URL: apricot.polyu.edu.hk

Language: English - Date: 2004-05-12 01:29:30
25Kinetic Monte Carlo / Surface diffusion / Dislocation / Science / Surface phonon / Phonon / Chemistry / Materials science / Physics

J Sci Comput[removed]: 73–88 DOI[removed]s10915[removed]Fast Kinetic Monte Carlo Simulation of Strained Heteroepitaxy in Three Dimensions Chi-Hang Lam · M.T. Lung · Leonard M. Sander

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Source URL: apricot.polyu.edu.hk

Language: English - Date: 2008-10-12 05:40:13
26Materials science / Kinetic Monte Carlo / Molecular dynamics / Surface diffusion / Molecular diffusion / Adsorption / Abiogenesis / Kinetic Monte Carlo surface growth method / Chemistry / Physical chemistry / Surface chemistry

Long-timescale simulations of diffusion in molecular solids L.J. Karssemeijer,a A. Pedersen,b H. J´onsson,b and H.M. Cuppen∗a Received Xth XXXXXXXXXX 20XX, Accepted Xth XXXXXXXXX 20XX First published on the web Xth XX

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Source URL: www.theochem.ru.nl

Language: English - Date: 2013-11-11 10:55:58
27Statistical mechanics / Metropolis–Hastings algorithm / Partition function / Integral / Path integral formulation / Itō diffusion / Physics / Markov chain Monte Carlo / Quantum field theory

Mollied Monte Carlo Part I Daniel Doro Ferrante∗ G. S. Guralnik, J. D. Doll and D. Sabo HET  Physics Dept, Brown University, USA†.

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Source URL: chep.het.brown.edu

Language: English - Date: 2003-07-25 10:48:41
28Dynamical systems / Systems theory / Statistical mechanics / Molecular dynamics / Molecular modelling / Transition state theory / Surface diffusion / Kinetic Monte Carlo / Intermittency / Chemistry / Science / Computational chemistry

5 Jun[removed]:29

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Source URL: www.nada.kth.se

Language: English - Date: 2005-11-10 04:06:06
29Adatoms / Crystal / Physics / Condensed matter physics / Surface diffusion / Molecular dynamics / Surface chemistry / Science / Kinetic Monte Carlo

VOLUME 90, N UMBER 11 week ending

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Source URL: theory.cm.utexas.edu

Language: English - Date: 2007-12-16 21:37:19
30Video cards / Computing / GPGPU / Optics / 3D computer graphics / CUDA / Monte Carlo method / Photon / Radiative transfer equation and diffusion theory for photon transport in biological tissue / Physics / Computer hardware / Graphics hardware

PDF Document

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Source URL: www.atomic.physics.lu.se

Language: English - Date: 2008-12-16 15:44:30
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