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...

We study the buckling of pressurized spherical shells by Monte Carlo simulations in which detailed balance is explicitly broken---thereby driving shell to be active, out thermal equilibrium. Such a typically has either higher (active) or lower (sedate) fluctuations compared one equilibrium depending on how broken. show that, for same set elastic parameters, that not buckled can if turned active...

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 ...

background: the monte carlo method is the most accurate method for simulation of radiation therapy equipment. the linear accelerators are currently the most widely used machines in radiation therapy centers. methods: in this work, a monte carlo modelling of the siemens oncor linear accelerator in 6 mv and 18 mv beams was performed. the results of simulation were validated by measurements in wat...

In this paper the effect of random geometric imperfections on the critical load of isotropic, thin-walled, cylindrical shells under axial compression with rectangular cutouts is presented. Second moment characteristics of geometric imperfections are estimated by data of available measurements, a simulation procedure based on the Karhunen-Loève expansion is applied for generating realizations of...

introduction: the key characteristics of positron emission tomography (pet) are its quantitative capability and its sensitivity, which allow the in vivo imaging of biochemical interactions with small amounts of tracer concentrations. therefore, accurate quantification is important. however, it can be sensitive to several physical factors. the aim of this investigation is the assessment of the e...

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...

introduction: in recent decades, several monte carlo codes have been introduced for research and medical applications. these methods provide both accurate and detailed calculation of particle transport from linear accelerators. the main drawback of monte carlo techniques is the extremely long computing time that is required in order to obtain a dose distribution with good statistical accuracy. ...

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...

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 ...