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Monte-Carlo model

См. также в других словарях:

  • 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

  • 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 method in statistical physics — Monte Carlo in statistical physics refers to the application of the Monte Carlo method to problems in statistical physics, or statistical mechanics. Contents 1 Overview 2 Importance sampling 2.1 Canonical …   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 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 simulation — Valuation model used to simulate share price movements for the purpose of determining fair value of awards subject to market based performance conditions such as TSR and absolute share price targets. Practical Law Dictionary. Glossary of UK, US… …   Law dictionary

  • 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 option model — 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. The term Monte Carlo method was coined by Stanislaw Ulam in the… …   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 localization — In robotics and sensors, Monte Carlo localization (MCL) is a Monte Carlo method to determine the position of a robot given a map of its environment based on Markov localization. It is basically an implementation of the particle filter applied to… …   Wikipedia

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