Monte Carlo simulation approach
Estimation of permeability of a sandstone reservoir by a fractal and Monte Carlo simulation approach: a case study
... fractal-based Monte Carlo simulation approach is applied for the first time to estimate the perme- ability of the Ankleshwar sandstone hydrocarbon reservoir, situated in the Cambay basin, ...
10
COMPARATIVE STUDY OF PARAMETRIC AND NON-PERAMETRIC VALUE AT RISK (VaR) METHODS
... historic simulation and Monte ...one approach over another, the type of market (normal or non-normal), and the type of instrument (linear or ...
15
Topological analysis in Monte Carlo simulation for uncertainty propagation
... this approach assumes that series are topologically similar, which is not guaranteed as illustrated by the metamorphic folded series behavior in the low-input data confidence ...
22
PERT difficulties and various probability
... of Monte Carlo simulation, numbers of execution affect the quality of ...of simulation executions must increase and the exact distribution of project completion time can not be ...proposed ...
6
Analyze Monte Carlo Simulation Applications for Project Management
... wholesome approach towards risk management rather than the current irregular approach towards the ...the Monte Carlo simulation method and its uses in various fields, focusing primarily ...
8
A Multivariate Analysis for Risk Capital Estimation in Insurance Industry: Vine Copulas
... tail-value-at-risk simulation study to determining solvency capital requirements ...supple approach due to its representation as a mixture of independent Beta densities, but not the solution to all modeling ...
20
Optimal Mortgage Refinancing Based on Monte Carlo Simulation
... In addition, since mortgage contract is also a type of option, the usefulness of our approach is not limited to the problem at hand. Traditional analytical techniques for characterizing option contracts, if ...
11
Exact Monte Carlo simulation of killed diffusions
... The problem of determining the two-sided crossing probability of the Brownian bridge is more challenging than the one-sided problem. Although it has been ex- tensively studied in literature (see e.g. Bertoin and Pitman, ...
26
Monte Carlo Simulation in Radionuclide Therapy Dosimetry
... for simulation therapy with beta emitters (β-) applied on the tumor cells ...cellular approach show that dosimetry on cellular level is necessary for a better selection of radionuclide and optimal ...
6
Monte Carlo Simulation for Modified Parametric Of Sample Selection Models Through Fuzzy Approach
... True value is the actual variation that would be measured. In this case, so that the expected results are similar to the entered value, the true value for β0 and β1 are -10.0 and 1.0 is expected to result from these ...
9
MONTE CARLO SIMULATION OF TECHNOLOGICAL RISKS IN CHICKEN PRODUCTION IN A BAYESIAN APPROACH
... Management: Monte Carlo Simulation techniques, Dina Notat ...(2000a)- Monte Carlo simulation models: Sampling from the joint distribution of “State of ...
6
Thermochemistry modelling in an open-source DSMC code
... Direct Simulation Monte Carlo (DSMC) thermochemistry model using the open-source C++ DSMC code, ...An approach, known as the quantum kinetic (QK) method, has been adopted to describe chemical ...
7
Life-cycle risk (damage stability) management of passenger ships
... on Monte Carlo (MC) sampling in conjunction with numerical flooding simulations (referred to subsequently as MC ...This approach reflects explicitly the damage statistics and accounts realistically ...
7
Monte carlo simulation of the CGMY process and option pricing
... existing Monte Carlo methods of Poirot and Tankov (PT) (Poirot and Tankov, 2006), Madan and Yor (MY) (Madan and Yor, 2008), Baeumer and Meerschaert (AR) (Baeumer and Meerschaert, 2010) and Rosi´ nski (SR) ...
45
A New Approach to Monte Carlo Simulation of Operations
... Quantum Monte Carlo methods solve the many-body problem for quantum ...physics, Monte Carlo methods are used for designing detectors, understanding their behavior and comparing experimental ...
5
Monte Carlo sampling approach to stochastic programming
... by Monte Carlo sampling ...applications, Monte Carlo simulation is the only reasonable way of estimating the expectation ...(SAA) approach to stochastic ...
9
Appropriation of the ‘Witch’ Stigma as White Women's Self-Empowerment
... stochastic simulation algorithm for chemi- cally reacting systems, we now turn our attention to how kinetic Monte Carlo methods may be applied to epitaxial ...solid-on-solid approach is ...
52
Monte Carlo simulation as a service in the Cloud
... price simulation performed by ...integrated approach of seamlessly adopting outlier removal, the percentage of errors is lower than Monte-Carlo simulations without outlier ...H1: ...
17
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... options considered here, we are not aware of a rigorously derived optimal weak order α in (1.7), although work in this direction is progressing [6]. However, we emphasize that (a) our results show that the multi-level ...
11
MONTE CARLO SIMULATION IN INTERNAL RADIOTHERAPY OF THYROID CANCER
... The energy values obtained from simulation are absorbed dose in target organ (D (T←S)). This states that if there is a source of radiation on the organ (S), and there is a target organ (T) which receives radiation ...
9