Monte Carlo Method; Importance Sampling; Variance Reduction; Option Pricing - Articles

The Operator Splitting Method for Black-Scholes Equation (Articles)

Yassir Daoud, Turgut Öziş

Applied Mathematics Vol.2 No.6, June 22, 2011

DOI: 10.4236/am.2011.26103 6,793 Downloads 12,812 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2, May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,725 Downloads 3,106 Views Citations
This article belongs to the Special Issue on Option Pricing
On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm (Articles)

Farshid Mehrdoust

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36092 3,668 Downloads 6,255 Views Citations
Prediction of Stock Price Movement Using Continuous Time Models (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.5 No.2, May 22, 2015

DOI: 10.4236/jmf.2015.52017 4,661 Downloads 7,948 Views Citations
Computation of Protection Zone of a Lightning Rod Using Method of Moments and Monte Carlo Integration Technique (Articles)

Abhay Srivastava, Ankhuri Dubey, Shradha Shekhar, Mrinal Mishra

Journal of Electromagnetic Analysis and Applications Vol.3 No.4, April 8, 2011

DOI: 10.4236/jemaa.2011.34019 6,376 Downloads 11,486 Views Citations
Electronic Transport Study of ZnTe and ZnSe (Articles)

Siham Khedim, Nasr-Eddine Chabane Sari, Boumediene Benyoucef, Benyounes Bouazza

Materials Sciences and Applications Vol.2 No.5, May 5, 2011

DOI: 10.4236/msa.2011.25047 5,585 Downloads 10,776 Views Citations
New Approach to Simulating the Absorption of Gamma Radiations Using the Monte-Carlo Method: A Computational Study (Articles)

Alireza Heidari, Mohammadali Ghorbani

Journal of Modern Physics Vol.3 No.3, March 28, 2012

DOI: 10.4236/jmp.2012.33035 7,178 Downloads 13,968 Views Citations
Comparison of High Field Electron Transport in GaAs, InAs and In_0.3Ga_0.7As (Articles)

B. Bouazza, A. Guen-Bouazza, C. Sayah, N. E. Chabane-Sari

Journal of Modern Physics Vol.4 No.4A, April 30, 2013

DOI: 10.4236/jmp.2013.44A012 3,211 Downloads 5,851 Views Citations
This article belongs to the Special Issue on High Energy Physics
Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method (Articles)

Hideyuki Takada

Journal of Mathematical Finance Vol.4 No.3, May 28, 2014

DOI: 10.4236/jmf.2014.43017 3,780 Downloads 5,396 Views Citations
Specimen Variation Effects on XRF Analysis by the Monte Carlo Method: Thicknesses, Densities and Particle Sizes (Articles)

Hefan Liu, Chengwei Lu, Zihang Zhou, Fengxia Huang, Xiang Hu

Journal of Applied Mathematics and Physics Vol.6 No.4, April 12, 2018

DOI: 10.4236/jamp.2018.64055 765 Downloads 2,181 Views Citations
Calculation of Neutron-Proton Mass Difference by the Monte Carlo Method (Articles)

A. A. Sobko, S. A. Garelina

Journal of Applied Mathematics and Physics Vol.8 No.10, October 22, 2020

DOI: 10.4236/jamp.2020.810161 456 Downloads 1,636 Views Citations
Subjectivity in Application of the Principle of Maximum Entropy (Articles)

Jan Peter Hessling

Open Journal of Statistics Vol.3 No.6A, December 27, 2013

DOI: 10.4236/ojs.2013.36A001 3,124 Downloads 5,660 Views Citations
This article belongs to the Special Issue on Statistical Methods and Analysis
Characterizing the Relationship between Weibull Location Parameter and the Minimal Observation in a Small Size of Sample Based on Stochastic Simulation (Articles)

Bo Qin, Ningxiang Wu, Liyang Xie

Journal of Applied Mathematics and Physics Vol.9 No.9, September 28, 2021

DOI: 10.4236/jamp.2021.99149 331 Downloads 1,527 Views Citations
Statistical Inversion Based on Nonlinear Weighted Anisotropic Total Variational Model and Its Application in Electrical Impedance Tomography (Articles)

Pengfei Qi

Engineering Vol.16 No.1, January 31, 2024

DOI: 10.4236/eng.2024.161001 196 Downloads 652 Views Citations
Reliability-Based Optimization: Small Sample Optimization Strategy (Articles)

Drahomír Novák, Ondřej Slowik, Maosen Cao

Journal of Computer and Communications Vol.2 No.11, September 12, 2014

DOI: 10.4236/jcc.2014.211004 3,024 Downloads 4,319 Views Citations
The Valuation of Corruption (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.6 No.5, November 17, 2016

DOI: 10.4236/jmf.2016.65051 2,072 Downloads 5,718 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,378 Downloads 3,504 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Calculation and Study on the Exposure Buildup Factor of Type 316 Stainless Steel (Articles)

Dan Li, Yinglei Guo, Guangxi Wang, Liangquan Ge

Open Access Library Journal Vol.9 No.5, May 23, 2022

DOI: 10.4236/oalib.1108679 198 Downloads 2,235 Views Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes (Articles)

Bo Peng

Journal of Applied Mathematics and Physics Vol.11 No.8, August 24, 2023

DOI: 10.4236/jamp.2023.118153 234 Downloads 875 Views Citations
Bayesian Inference and Prediction of Burr Type XII Distribution for Progressive First Failure Censored Sampling (Articles)

Ahmed A. Soliman, A. H. Abd Ellah, N. A. Abou-Elheggag, A. A. Modhesh

Intelligent Information Management Vol.3 No.5, September 20, 2011

DOI: 10.4236/iim.2011.35021 6,876 Downloads 13,197 Views Citations

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