We consider several estimators for the change point in a sequence of independent observations. These are defined as the maximizing points of usually used statistics for nonparametric change point detection problems. Our investigations focus on the non asymptotic behaviour of the proposed estimators for sample sizes commonly observed in practice. We conducted a broad Monte Carlo study to compare...

Details regarding the implementation of the Hull-White one factor model are provided. The details concern the model description and parameters, the vanilla instruments pricing and the Monte Carlo implementation.

Monte Carlo simulations of two-component drop growth L. Alfonso et al.

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...