Search for "Monte Carlo methods" in article titles:

1. Monte Carlo methods in finance: Monte Carlo methods are used in corporate 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 the distribution of their value over the ... (Finance) [100%] 2023-11-12 [Monte Carlo methods in finance]
2. Monte 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. The first application to option pricing was by Phelim Boyle in 1977 ... [91%] 2023-12-30 [Monte Carlo methods in finance] [Options (finance)]...
3. Monte 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 simulate the trajectories of particles ... (Physics) [91%] 2023-12-17 [Monte Carlo methods] [Quantum mechanics]...
4. Monte carlo methods: The systematic use of samples of random numbers in order to estimate parameters of an unknown distribution by statistical simulation. Methods based on this principle of random sampling are indicated in cases where the dimensionality and/or complexity of a ... [100%] 2023-12-13 [W.Krisher and R.Bock] [Data analysis]...
5. Quasi-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 \displaystyle{ \epsilon }[/math]. (Finance) [70%] 2023-12-13 [Monte Carlo methods in finance]
6. Monte-Carlo methods for partial differential equations: Deterministic partial differential equations can be solved numerically by probabilistic algorithms such as Monte-Carlo methods, stochastic particle methods, ergodic algorithms, etc. (cf. (Mathematics) [65%] 2023-10-23