introduction : due to the importance of laser light penetration and propagation in biological tissues, many researchers have proposed several numerical methods such as monte carlo, finite element and green function methods. among them, the monte carlo method is an accurate method which can be applied for different tissues. however, because of its statistical nature, monte carlo simulation requi...

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...

monte carlo methods designed base on stochastic reiterations and can be useful in uncertainty conditions. the purpose of this research was investigation of uncertainty to rank desertification indicators. in order to decrease uncertainty have been applied monte carlo reiterations for each value of indicator, if rank of xi is higher than rank of xk constantly. using multi dimension integrals the ...

This paper compares fault position and Monte Carlo methods as the most common methods in stochastic assessment of voltage sags. To compare their abilities, symmetrical and unsymmetrical faults with different probability distribution of fault positions along the lines are applied in a test system. The voltage sag magnitude in different nodes of test system is calculated. The problem with the...

background: palladium-103 (103pd) is a brachytherapy source for cancer treatment. the monte carlo codes are usually applied for dose distribution and effect of shieldings. monte carlo calculation of dose distribution in water phantom due to a med3633 103pd source is presented in this work. materials and methods: the dose distribution around the 103pd model med3633 located in the center of 30×30...

background: iodine brachytherapy sources with low photon energies have been widely used in treating cancerous tumors. dosimetric parameters of brachytherapy sources should be determined according to aapm tg-43u1 recommendations before clinical use. monte carlo codes are reliable tools in calculation of these parameters for brachytherapy sources. materials and methods: dosimetric parameters (dos...

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...