Monte Carlo based simulation model
A Probabilistic Monte Carlo model for pricing discrete barrier options
... Probabilistic Monte Carlo (PMC) model for pricing European discrete barrier ...options. Based on Monte Carlo simulation, the PMC model computes the probability of ...
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Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
... is based on the Black- Derman-Toy model, which was presented in [1] (2006), with the discrete simulation of binary ...conditions based on the equilib- rium interest rate ...
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Computer Simulation of Grain Growth by the Phase Field Model Effect of Interfacial Energy on Kinetics of Grain Growth
... growth based on the phase field method were performed in order to investigate effect of interfacial energy on kinetics of ...Numerical simulation results indicate that the average size is proportional to the ...
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Reliability Assessment of Power Systems with Wind Power Generation
... a Monte Carlo based production cost simulation model is proposed and developed in the ...process. Monte Carlo simulation method estimates reliability indices by ...
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Variance in system dynamics and agent based modelling using the SIR model of infectious diseases
... SD model with Monte-Carlo and an ABM and comparing the spread of output values against published data for a defined ...Agent Based Modelling, which can include variance, help to bridge the gap ...
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A beginner's guide to systems simulation in immunology
... for simulation [16]. To our knowledge, the most com- mon system simulation approaches for immunology are Monte Carlo simulation, system dynamics, discrete-event simulation, ...
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Design of experiment-based tolerance synthesis for a lock-or-release mechanism of the Chinese Space Station Microgravity Platform
... paper, based on the number-theory method (NTM), a Halton-set based Monte Carlo (MC) simulation is introduced in the accuracy model of the L/R mechanism, aiming at improving ...
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dsmcFoam+ : an OpenFOAM based direct simulation Monte Carlo solver
... sphere model corresponding to the argon atom is used as the working ...are based on both the free-stream velocity and density conditions whereas at the outflow boundaries, the particle properties are ...
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Differential pathlength factor estimation for brain-like tissue from a single-layer Monte Carlo model
... a Monte Carlo simulation based model has been developed to trace the path of photons within a highly scattering medium with low absorbance (optically similar to bloodless white brain ...
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Parametric Modeling in the Presence of Measurement Error: Monte Carlo Corrected Scores
... the Monte Carlo corrected score estimator and its asymptotic covariance estimators are studied in two Poisson regression sim- ulation studies in Section ...latter simulation study, it appears that ...
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BioMOCA—a Boltzmann transport Monte Carlo model for ion channel simulation
... Biology Monte Carlo (BioMOCA), a three-dimensional (3D) coarse- grained particle ion channel simulator based on the Boltzmann Transport Monte Carlo (BTMC) ...Equilibrium Monte ...
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Microcanonical Monte Carlo Simulation of 2D 4 State Potts Model
... Potts model below which the transition ceases to be ...are based on certain assumption, there has been a need to supplement it with Monte Carlo simulations ...
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Monte Carlo Simulation of a Two-Factor Stochastic Volatility Model
... Quasi-Monte Carlo is based on the use of deterministic low discrepancy sequences with nice uniformity proper- ...quasi-Monte Carlo. Thus, randomized quasi-Monte Carlo ...
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Exploring the Impact of Work Life Balance on the Employee and Organisational Growth
... how simulation methods based on Markov chain Monte Carlo (MCMC) make possible the routine Bayesian analysis of Two Phase Linear Regression ...years, simulation has become an ...
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Optimal Mortgage Refinancing Based on Monte Carlo Simulation
... a model to simulate alternative mortgage rate, then derive the cash flow schemes for the two types of loan settlement in Section ...for model calibration with varying ...
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Vol 9, No 3 (2018)
... using simulation method ...of simulation in queueing model in tollgate ...using simulation and also obtains certain very useful ...paper, simulation provides a good strategy to analyze ...
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Development of Interest in Science and Interest in Teaching Elementary Science: Influence of Informal, School, and Inquiry Methods Course Experiences
... the Monte Carlo simulation is to determine (continuous or discrete) probability distribution functions (PDFs) to describe each of the variable in the uncertainty ...the simulation, each of ...
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Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... the model and produce more accurate representations of the hydraulic conductivity, alternative methods might be considered, for instance, the circulant embedding algorithm ...
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Particle Gibbs with Ancestor Sampling
... In this paper we present a new tool in the family of Monte Carlo methods which is par- ticularly useful for inference in SSMs and, importantly, in non-Markovian latent variable models. However, the proposed ...
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Monte Carlo Simulation in Thermal Radiative Transfer: Method Review, Validation and Parameter Sensitivity
... Set C considers difficult configurations for an MC simulation in which the photon energy per bundle is kept constant. In fact, the first case of this set results in 32 and 23 absorptions on surfaces 1 and 2 ...
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