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...

background: monte carlo and experimental relative dose determination in a water phantom, due to a high dose rate (hdr) 192ir source is presented for real energy spectrum and monochromatic at 356 kev. materials and methods: the dose distribution has been calculated around the 192ir located in the center of 30 cm ×30 cm ×30 cm water phantom using mcnp4c code by monte carlo method. relative dose v...

one of known methods for measuring, forecasting and managing risk is value at risk, which recently has been used by financial institutions extensively. value at risk (var) is a method for recognizing and evaluating risk and uses standard statistical techniques that have daily using in other contexts. this research is seeking a career for managing investment risk in stock exchange and selection ...

the determination of gyration radius is a strong research for configuration of a macromolecule. italso reflects molecular compactness shape. in this work, to characterize the behavior of theprotein, we observe quantities such as the radius of gyration and the average energy. we studiedthe changes of these factors as a function of temperature for acetylcholine receptor protein in gasphase with n...

in this study, monte carlo statistical mechanical simulations for vinblastine and vincristine werecarried out in standard manner using the metropolis sampling technique in canonical (t, v, n)ensemble., geometrical optimizations of vinblastine and vincristine were carried out with the hfmethod coupled to 6-31g(d) basis sets for all atoms. simulation was done by four force fields ofmm+, bio+, amb...