As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimensional integral, numerical calculation is time-consuming. In the current studies, some scholars just obtained theoretical derivation, or gave some simulation calculations. Others i...

This paper presents dose calculation in proton therapy using Monte Carlo method and comparison with experimental data obtained at TOHOKU University’s cyclotron and isotope center in Japan. In this way, two Monte Carlo codes, FLUKA and MCNPX, has been employed to calculate percentage depth dose, lateral dose profiles, isodose curves and secondary particles production for proton pencil and broad ...

We present a new approach for simulating the motions of flexible polyelectrolyte chains based on the continuous kink-jump Monte Carlo technique coupled to a lattice field theory based calculation of the Poisson-Boltzmann (PB) electrostatic free energy "on the fly." This approach is compared to the configurational-bias Monte Carlo technique, in which the chains are grown on a lattice and the PB ...

In this paper, the pricing of a European call option on the underlying asset is performed by using a Monte Carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. The proposed approach, applied in Monte Carlo simulation, is based on the Black-Scholes equation which generally def...

  Determination of the total body absorbed dose consists of two parts: Beta radiation absorbed dose and gamma radiation absorbed dose. The first part is generally determined by clinical data, while the second part has a parameter called absorbed ratio and is determined by computational methods. The Monte-Carlo computational methods have been shown to be the most suita...

Introduction: Thyroid cancer is at the ninth from ten of common malignant cancer. A man has higher risk to get Thyroid cancer that a woman has. This organ is lain near human neck. The use of radioactive I-131, I-123 and Tc-99m for diagnosis of thyroid cancer has a risk where other organs around Thyroid will accept dose of radiation. One of the risks is large dose which is accep...

We present a method based on the path integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose phase δ acts as an adjustable parameter. By using high-order approximations for the quantum propagator, it is possible to obtain Monte Carlo data all the way fr...

A new Monte Carlo method to calculate two types of kinetics parameters, the effective delayed neutron fraction (eff) and the prompt neutron generation time (), is proposed in this paper. The new method uses perturbation techniques in which extra delayed neutrons or a fictitious 1/v absorber is added to the unperturbed system to calculate the eff or , respectively. In the new method, the per...

Although the Monte Carlo method is considered to be the most accurate method available for solving radiation transport problems, its applicability is limited by its computational expense. Thus, biasing techniques, which require intuition, guesswork, and iterations involving manual adjustments, are employed to make reactor shielding calculations feasible. To overcome this difficulty, we have dev...

background: ct is a diagnostic imaging modality giving higher patient dose in comparison with other radiological procedures, so the calculation of organ dose in ct exams is very important. while methods to calculate the effective dose have been established (icrp 26 and icrp 60), they depend heavily on the ability to estimate the dose to radiosensitive organs from the ct procedure. however, dete...