670 search results - page 37 / 134 » Introduction to Monte Carlo simulation |
150
Voted
WSC
2004
15 years 6 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
142
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WCE
2007
15 years 6 months ago
2007
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
130
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CHI
2010
ACM
16 years 6 days ago
2010
ACM
The distribution of task time data in usability studies is positively skewed. Practitioners who are aware of this positive skew tend to report the sample median. Monte Carlo simul...
139
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ICS
1998
Tsinghua U.
15 years 9 months ago
1998
Tsinghua U.
Parallel computers are now commonly used for computational science and engineering, and many applications in these areas use random number generators. For some applications, such ...
143
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JCC
2006
15 years 5 months ago
2006
If a macromolecule is described by curvilinear coordinates or rigid constraints are imposed, the equilibrium probability density that must be sampled in Monte Carlo simulations in...