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

A Neighborhood Rough Set Attribute Reduction Method Based on Attribute Importance (Articles)

Peiyu Su, Feng Qin, Fu Li

American Journal of Computational Mathematics Vol.13 No.4, December 1, 2023

DOI: 10.4236/ajcm.2023.134031 292 Downloads 972 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

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

DOI: 10.4236/am.2012.36093 7,630 Downloads 12,348 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4, December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,485 Downloads 8,931 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 7,037 Downloads 12,527 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4, April 21, 2021

DOI: 10.4236/jamp.2021.94050 483 Downloads 1,437 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132015 403 Downloads 1,777 Views Citations
Quasi-Monte Carlo Estimation in Generalized Linear Mixed Model with Correlated Random Effects (Articles)

Yin Chen, Yu Fei, Jianxin Pan

Open Access Library Journal Vol.2 No.10, October 12, 2015

DOI: 10.4236/oalib.1102002 1,068 Downloads 2,396 Views Citations
Studying the Impact of Vaccination Strategy and Key Parameters on Infectious Disease Models (Articles)

Tahmineh Azizi, Bacim Alali

Open Journal of Optimization Vol.9 No.3, September 4, 2020

DOI: 10.4236/ojop.2020.93007 855 Downloads 2,812 Views Citations
A Full Width at Half Maximum (FWHM) Based Approach to Treatment Planning System Validation for Precise Stereotactic Radiotherapy (Articles)

Nicolas J. Rovetto, Lethukuthula N. Ntombela, Lerato Mohlafase, Gezani Isaac Shivambu

Open Access Library Journal Vol.12 No.8, August 6, 2025

DOI: 10.4236/oalib.1113866 44 Downloads 461 Views Citations
Sampling Error Estimation in Stratified Surveys (Articles)

Ricardo Cao, José A. Vilar, Juan M. Vilar, Ana K. López

Open Journal of Statistics Vol.3 No.3, June 18, 2013

DOI: 10.4236/ojs.2013.33023 9,901 Downloads 12,930 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1, January 31, 2013

DOI: 10.4236/me.2013.41009 4,339 Downloads 6,821 Views Citations
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model (Articles)

Tian-Shyr Dai, Li-Min Liu

Journal of Software Engineering and Applications Vol.2 No.4, November 27, 2009

DOI: 10.4236/jsea.2009.24039 5,447 Downloads 9,790 Views Citations
Electronic Ratchet Nanodiodes (Articles)

Kunyuan XU, Gang WANG

Engineering Vol.1 No.2, August 24, 2009

DOI: 10.4236/eng.2009.12015 6,232 Downloads 10,200 Views Citations
Pharmacokinetic Prediction of Levofloxacin Accumulation in Tissue and Its Association to Tendinopathy (Articles)

Loan Pham, John M. Christensen, Rosita Rodriguez-Proteau

Pharmacology & Pharmacy Vol.4 No.1, January 30, 2013

DOI: 10.4236/pp.2013.41018 5,169 Downloads 9,639 Views Citations
Comparison of Absorbed Dose to Medium and Absorbed Dose to Water for Spine IMRT Plans Using a Commercial Monte Carlo Treatment Planning System (Articles)

Muhammad Nauman Usmani, Norihisa Masai, Ryoong-Jin Oh, Hiroya Shiomi, Daisaku Tatsumi, Hideharu Miura, Toshihiko Inoue, Masahiko Koizumi

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.3 No.1, February 20, 2014

DOI: 10.4236/ijmpcero.2014.31010 5,243 Downloads 9,839 Views Citations
Reliability Evaluation of Distribution Systems under μ Grid-Tied and Islanded μ Grid Modes Using Monte Carlo Simulation (Articles)

Ahmed R. Abul’Wafa, A. T. M. Taha

Smart Grid and Renewable Energy Vol.5 No.3, March 21, 2014

DOI: 10.4236/sgre.2014.53006 5,798 Downloads 8,568 Views Citations
The Application of Time Series Modelling and Monte Carlo Simulation: Forecasting Volatile Inventory Requirements (Articles)

Robert Davies, Tim Coole, David Osipyw

Applied Mathematics Vol.5 No.8, May 5, 2014

DOI: 10.4236/am.2014.58108 13,225 Downloads 19,631 Views Citations
A Monte Carlo-Based Approach for Groundwater Chemistry Inverse Modeling (Articles)

Walt W. McNab Jr.

Open Journal of Modern Hydrology Vol.4 No.4, September 18, 2014

DOI: 10.4236/ojmh.2014.44011 3,852 Downloads 5,434 Views Citations
Detailing the Structure of Liquid THF Based on an EPSR Study (Articles)

Alexandre Borges, João M. M. Cordeiro

Computational Chemistry Vol.3 No.1, December 26, 2014

DOI: 10.4236/cc.2015.31001 5,276 Downloads 6,955 Views Citations
Investigation of Scattered Radiation Dose at the Door of a Radiotherapy Vault When the Maze Intersects the Primary Beam (Articles)

Sean Michael Tanny, Nicholas Niven Sperling, E. Ishmael Parsai

Journal of Modern Physics Vol.6 No.2, February 25, 2015

DOI: 10.4236/jmp.2015.62019 4,924 Downloads 6,615 Views Citations
This article belongs to the Special Issue on Radiation Protection

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