Monte Carlo simulation function
Addressing the Demand Risk in PPP for the FIFA World Cup Stadiums: A Real-Options Approach
... The Monte Carlo simulation with the NPV as a function of the average and volatility of demand helps to estimate the probability distribution of the NPV (Suttinon & Nasu 2010; Cortazar ...
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Monte-Carlo-Based Impulse Response Modeling for Underwater Wireless Optical Communication
... phase function is a key parameter to model angle scattering in the Monte Carlo simulation and can be approximated by the commonly used Henyey-Greenstein (HG) phase function, but in ...
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Monte Carlo Simulation for Statistical Decay of Compound Nucleus
... The neutron transmission coe ffi cients are obtained by solving the Schr¨odinger equation for optical model potentials. CGM has an built-in optical model solver with the Koning-Delaroche global optical potential [7]. The γ ...
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OPTION PRICING USING MONTE CARLO SIMULATION
... use Monte Carlo simulation since the pioneering works of Boyle (1977), Tilley (1993) and Bossaerts ...value function, or the optimal exercise frontier, combining simulation and dynamic ...
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Monte carlo simulation of the CGMY process and option pricing
... cases, Monte Carlo simulation is generally the method of ...choice. Monte Carlo simulation of the CGMY process, though, is not straightfor- ward due to the fact that its ...
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Option pricing under the double stochastic volatility with double jump model
... characteristic function and get the option pricing via fast Fourier transform and show our analytic method efficiency by Monte Carlo simulation and numerical ...
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Productivity Monitoring of Land Pipelines Welding via Control Chart Using the Monte Carlo Simulation
... the Monte Carlo simulation and referred to as control ...Density Function (CDF) curve, and generated in the Monte Carlo simulation using version 6 of the Palisade ...
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Production and properties of Japanese oriented strand board I: effect of strand length and orientation on strength properties of sugi oriented strand board
... Relation between standard deviation of the strand angles and the concentration parameter of the von Mises distribution function as evaluated by the Monte Carlo simulation [r] ...
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Computer Simulation of Grain Growth by the Phase Field Model Effect of Interfacial Energy on Kinetics of Grain Growth
... energy function affects interfacial energy of a materials. Numerical simulation results indicate that the average size is proportional to the square root of time and after a short transient time, the grain ...
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Topological analysis in Monte Carlo simulation for uncertainty propagation
... As ignoring plausible model suite topological heterogeneity may lead to an unknown amount of knowledge degradation, the need to distinguish and classify plausible models that express distinct topologies becomes apparent. ...
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
... (Multilevel Monte Carlo path simulation Operations Research, 2008; 56: 607–617) introduced a multi-level Monte Carlo method for approximating the expected value of a function of ...
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Optimal Mortgage Refinancing Based on Monte Carlo Simulation
... The rest of this paper is organized as follows. We choose a model to simulate alternative mortgage rate, then derive the cash flow schemes for the two types of loan settlement in Section 2. In Section 3, we formulate and ...
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Bandwidth simulation as a Monte Carlo queuing system
... Static simulation: Because the bandwidth in this problem is high, accord- ing to equation ...static simulation in the MATLAB ...density function is ...
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Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media
... Many of the existing variance reduction methods built upon pseudo-random sequences, e.g. MLMC, are focused on reducing the overall computational cost of a numerical simulation. QMC methods aim to accelerate the ...
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MONTE-CARLO SIMULATION OF ROAD TRANSPORT EMISSION
... variables. Monte-Carlo simulation were used to generate individual mileage and fuel consumption data for every vehicle. The mentioned two vector variables (for mileage and for fuel consumption) were ...
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A New Approach to Monte Carlo Simulation of Operations
... Monte Carlo methods have been developed into a technique called Monte Carlo tree search [2] that is useful for searching for the best move in a ...moves. Monte Carlo Tree ...
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Exploring the Association between Network, Cognitive, Structural Social Capital and the Risk of Clinical Depression in Taiwan
... The global emergence of Batrachochytrium dendrobatidis (Bd) has caused the extinction of hundreds of amphibian species worldwide. It has become increasingly important to be able to precisely predict time to Bd arrival in ...
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Implementation of Board Games Using Monte Carlo Simulation
... ABSTRACT: Monte Carlo simulation is a problem solving technique that is used to approximate the probability of certain outcomes based on running simulations multiple ...A Monte Carlo ...
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Monte Carlo Simulation and Improvement of Variance Reduction Techniques
... The transverse axis indicates the probability of falling within the 1/4 circle, and the longitudinal axis represents the frequency within each small probability interval. From the graph we can see obviously that the ...
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MONTE CARLO SIMULATION IN INTERNAL RADIOTHERAPY OF THYROID CANCER
... Thyroid radiotherapy is a cancer therapy that is treated by giving radioactive I-131 in Thyroid gland. This cancer is at the ninth from ten of common malignant cancer. A man has higher risk to get Thyroid cancer than a ...
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