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Resurrection of Monte Carlo Method
Usage of Monte Carlo method for population balances.
JP - Průmyslové procesy a zpracování
- 2003 •
- A
Rok uplatnění
A - Audiovizuální tvorba
Monte Carlo method in computer simulations
Monte Carlo method in computer simulations...
JD - Využití počítačů, robotika a její aplikace
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Monte Carlo Study of Miktoarm Star Copolymer
Monte Carlo Study of Miktoarm Star Copolymer...
CD - Makromolekulární chemie
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
VaR calculation by a modified Monte Carlo Method
VaR calculation by a modified Monte Carlo Method...
BA - Obecná matematika
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Application of Monte-Carlo Methods in Option Pricing
derivatives. Interest in use of Monte-Carlo methods for option pricing is increasing. Monte-Carlo methods are an alternative approach to analytical pricing models (Black-Scholes model). This paper deals with basic...
AH - Ekonomie
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Simulation option pricing methods
Using simulation is a new approach for option pricing and pricing of other derivatives. Monte-Carlo methods are an alternative approaches to analytical pricing models (Black-Scholes model). This paper deals with basic analysis of th...
AH - Ekonomie
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Simulation Methods For Option Pricing
Using simulation is a new approach for option pricing and pricing of other derivatives. Monte-Carlo methods are an alternative approaches to analytical pricing models (Black-Scholes model). This paper deals with basic analysis of th...
AH - Ekonomie
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Calcul of dual integral with the aid of method Monte Carlo
This paper show calcul of dual integral with the aid of method Monte Carlo...
JA - Elektronika a optoelektronika, elektrotechnika
- 1998 •
- D
Rok uplatnění
D - Stať ve sborníku
Calculation of VaR using a modified Monte Carlo method
Calculation of VaR using a modified Monte Carlo method...
BA - Obecná matematika
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
Monte Carlo Methods for Industry 4.0 Applications
, there is still a lack of clear workflow to conduct the Monte Carlo simulations for selecting different Monte Carlo methods. This paper, therefore, proposes a simulation flow for conducting Monte Carl...
Computer and information sciences
- 2022 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
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