Monte Carlo methods

Results: 695



#Item
571Mathematical finance / Economics / Investment / Stochastic processes / Black–Scholes / Asian option / Option style / Lookback option / Monte Carlo methods in finance / Financial economics / Options / Finance

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:44:34
572Statistical inference / Monte Carlo methods / Bayesian statistics / Statistical theory / Philosophy of science / Ecosystem management / Resampling / Frequentist inference / Bayesian network / Statistics / Science / Information

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Source URL: media.wiley.com

Language: English - Date: 2013-08-31 19:11:22
573Applied mathematics / Importance sampling / Pseudorandomness / Expected value / Pi / Estimation theory / Uniform distribution / Cross-validation / Rejection sampling / Statistics / Monte Carlo methods / Probability and statistics

A Ballistic Monte Carlo Approximation of π Vincent Dumoulin∗ Département d’informatique et de recherche opérationnelle Université de Montréal Félix Thouin†

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Source URL: arxiv.org

Language: English - Date: 2014-04-09 20:02:58
574Statistical inference / Monte Carlo methods / Markov models / Markov chain Monte Carlo / Markov chain / Estimation theory / Normal distribution / Metropolis–Hastings algorithm / Bayesian probability / Statistics / Probability and statistics / Bayesian statistics

Markov Chain Monte Carlo with People Adam N. Sanborn Psychological and Brain Sciences Indiana University Bloomington, IN 47045

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Source URL: cocosci.berkeley.edu

Language: English - Date: 2008-12-18 19:25:53
575Statistical mechanics / Lattice models / Monte Carlo methods / Stochastic processes / Cellular Potts model / Metropolis–Hastings algorithm / Fokker–Planck equation / Markov chain / Expected value / Statistics / Probability and statistics / Probability theory

PHYSICAL REVIEW E 73, 051901 共2006兲 Multiscale dynamics of biological cells with chemotactic interactions: From a discrete stochastic model to a continuous description 1

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Source URL: math.unm.edu

Language: English - Date: 2006-08-22 13:43:35
576Kullback–Leibler divergence / Mathematical analysis / Mathematical sciences / Spectral theory / Spectral theory of ordinary differential equations / Λ-ring / Mathematical finance / Statistics / Monte Carlo methods in finance

Weighted Monte Carlo Marco Avellaneda∗ First version: This version: Peter J¨ackel†

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2009-05-16 14:13:02
577Linear algebra / Group theory / Vector space / Spectral theory of ordinary differential equations / Sturm–Liouville theory / Algebra / Mathematics / Abstract algebra

Corrections to “Monte Carlo methods in finance” 11th December 2009 Below, I highlight the erroneous text in red, and the replacement in blue. Please note that some of the corrections listed below may only apply to th

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2009-12-11 12:39:36
578Randomness / Numerical analysis / Statistical mechanics / Probabilistic complexity theory / Markov chain Monte Carlo / Variance reduction / Stochastic / Pseudorandomness / Nicholas Metropolis / Mathematics / Monte Carlo methods / Probability and statistics

EQF13/26: Monte Carlo Simulation Peter J¨ackel∗ and Eckhard Platen† Abstract In this introduction to the chapter on Monte Carlo simulation, we give a brief review of the history of the method, its wide application i

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2009-04-05 12:02:45
579LIBOR market model / Monte Carlo methods in finance / Finance / Foreign-exchange option / Mathematical finance / Financial economics / Options

An asymptotic FX option formula in the cross currency Libor market model Atsushi Kawai∗ First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2007-02-03 07:02:49
580Statistical theory / Monte Carlo software / Evaluation methods / Research methods / WinBUGS / Meta-analysis / Statistical inference / Bayesian network / OpenBUGS / Statistics / Science / Bayesian statistics

27th International Biometric Conference Short Courses Five Short Course proposals have been selected for presentation just before the International Biometric Conference begins. These short courses will take place on July

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Source URL: www.biometricsociety.org

Language: English - Date: 2013-12-09 15:02:21
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