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 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...

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 ...

this paper proposes a hybrid method to find cumulative distribution function (cdf) of completion time of gert-type networks (gtn) which have no loop and have only exclusive-or nodes. proposed method is cre-ated by combining an analytical transformation with gaussian quadrature formula. also the combined crude monte carlo simulation and combined conditional monte carlo simulation are developed a...

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 ...

background: for an effective treatment planning in brachytherapy, it is necessary to know the accurate source dosimetric information such as air kerma strength, exposure rate constant, dose rate constant and redial dose distribution. the usual method to determine these factors is thermo luminescent dosimeter (tld) dosimetry. nowadays, another more accurate method is known to be the monte carlo ...

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...

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...

Kinetic Monte Carlo simulation was applied to investigation of kinetics and mechanism of oxalic acid degradation by direct and heterogeneous catalytic ozonation. La-containing perovskites including LaFeO3, LaNiO3, LaCoO3 and LaMnO3 was studied as catalyst for oxalic acid ozonation. The reaction kinetic mechanisms of each abovementioned catalytic systems has been achieved. The rate constants val...