Inference for a complex system with a rough energy landscape is a central topic in Monte Carlo computation. Motivated by the successes of the Wang—Landau algorithm in discrete systems, we generalize ...
We describe and implement a novel methodology for Monte Carlo simulation of one-dimensional killed diffusions. The proposed estimators represent an unbiased and efficient alternative to current Monte ...
LSMC American Style Option Trading Algorithm: This project is a mock trading algorithm to automate trading of American options. It uses the Monte Carlo method to simulate potential prices of the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results