In this paper, we deal with the pricing of power options when the dynamics of the risky underling asset follows the double stochastic volatility with double jump model. We prove efficiency of our considered model by fast Fourier transform method, Monte Carlo simulation and numerical results using power call options i.e. Monte Carlo simulation and numerical results show that the fast Fourier tra...

monte carlo simulation is a standard technique for project risk analysis. however, some assumptions of this technique are not reasonable in real world. when a project falls behind the schedule, managers take actions to improve the performance. nevertheless, most of the simulation models as monte carlo omit these reactions in their analysis, which results in unreasonable wide distributions or ev...

background: an effective method for management of large and bulky malignant tumors. this treatment modality is also known as specially fractionated radiation therapy (sfrt). in this treatment technique a grid block converted the open radiation field into a series of pencil beams. dosimetric characteristics of an external beam grid radiation field have been investigated using experimental and mo...

in this paper, we calculate electron and hole impactionization coefficients in in0.52al0.48as using a monte carlo modelwhich has two valleys and two bands for electrons and holesrespectively. also, we calculate multiplication factor for electronand hole initiated multiplication regimes and breakdown voltagein in0.52al0.48as pin avalanche photodiodes. to validate themodel, we compare our simulat...

ntroduction:  monte  carlo  simulation  is  the  most  accurate  method  of  simulating  radiation  transport  and  predicting doses at different points of interest in radiotherapy. a great advantage of the monte carlo method  compared  to  the  deterministic  methods  is  the  ability  to  deal  accurately  with  any  complex  geometry.  its  disadvantage is the extremely long computing time r...

background: megavoltage beams used in radiotherapy are contaminated with secondary electrons. different parts of linac head and air above patient act as a source of this contamination. this contamination can increase damage to skin and subcutaneous tissue during radiotherapy.  monte carlo simulation is an accurate method for dose calculation in medical dosimetry and has an important role in opt...

potassium channels allow potassium flux and are essential for the generation of electric current acrossexcitable membranes. potassium channels are also the targets of various intracellular controlmechanisms; such that the suboptimal regulation of channel function might be related to pathologicalconditions. realistic studies of ion current in biologic channels present a major challenge for compu...

we compare two approaches for a markovian model in flexible manufacturing systems (fmss) using monte carlo simulation. the model which is a development of fazlollahtabar and saidi-mehrabad (2013), considers two features of automated flexible manufacturing systems equipped with automated guided vehicle (agv) namely, the reliability of machines and the reliability of agvs in a multiple agv jobsho...

abstract background: accurate methods of radiation therapy dose calculation. there are different monte carlo codesfor simulation of photons, electrons and the coupled transport of electrons and photons. mcnpis a general purpose monte carlo code that can be used for electron, photon and coupledphoton-electron transport.monte carlo simulation of radiation transport is considered to be one of the ...

Background: An effective method for management of large and bulky malignant tumors. This treatment modality is also known as Specially Fractionated Radiation Therapy (SFRT). In this treatment technique a grid block converted the open radiation field into a series of pencil beams. Dosimetric characteristics of an external beam grid radiation field have been investigated using experimental and Mo...