- Monte Carlo methods
- methods of estimating the size of an unknown variable
English contemporary dictionary. 2014.
Monte Carlo methods
Look at other dictionaries:
Monte Carlo methods in finance — Monte Carlo methods are used in 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 their average… … Wikipedia
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. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… … Wikipedia
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… … Wikipedia
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 epsilon. If the integral is of dimension d then in the worst case, where one has a… … Wikipedia
Monte Carlo molecular modeling — is the application of Monte Carlo methods to molecular problems. These problems can also be modeled by the molecular dynamics method. The difference is that this approach relies on statistical mechanics rather than molecular dynamics. Instead of… … Wikipedia
Monte Carlo (disambiguation) — Monte Carlo is an administrative area of Monaco. Monte Carlo or Montecarlo may also refer to: Contents 1 Geography 2 Special events 3 … Wikipedia
Monte Carlo N-Particle Transport Code — (MCNP) is a software package for simulating nuclear processes. It is developed by Los Alamos National Laboratory and is distributed within the United States by the Radiation Safety Information Computational Center in Oak Ridge, TN and… … Wikipedia
Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics … Wikipedia
Monte Carlo method for photon transport — Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of… … Wikipedia
Monte Carlo integration — An illustration of Monte Carlo integration. In this example, the domain D is the inner circle and the domain E is the square. Because the square s area can be easily calculated, the area of the circle can be estimated by the ratio (0.8) of the… … Wikipedia
