نتایج جستجو برای: Monte Carlo Simulation

تعداد نتایج: 602139  

Journal: :iranian journal of management studies 2013
hamid shahbandarzadeh khodakaram salimifard reza moghdani

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...

Journal: :اقتصاد پولی مالی 0
داریوش فرید سید حیدر میر فخرالدینی علیرضا رجبی پور میبدی

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 ...

Journal: :journal of medical signals and sensors 0
keivan jabbari hossein saberi anvar mohammad bagher tavakoli alireza amouheidari

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...

Journal: :iranian journal of nuclear medicine 2012
pablo aguiar charalampos tsoumpas albert cot javier pavía domènec ros

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...

Hamid Shahbandarzadeh, Khodakaram Salimifard Reza Moghdani

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...

Journal: :iranian journal of medical physics 0
mohammad taghi bahreyni toossi professor, medical physics research center, bu-ali research institute, mashhad university of medical sciences, mashhad, iran mehdi momen nezhad ph.d., linear accelerator dept., imam reza hospital, mashhad university of medical sciences, mashhad, iran seyed mohammad hashemi m.sc., medical physics research center, mashhad university of medical sciences, mashhad, iran

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. ...

Journal: :journal of lasers in medical sciences 0
maryam afsari golshan sharif university of technology, tehran, iran maryam ghasemi tarei sharif university of technology, tehran, iran ahmad amjadi sharif university of technology, tehran, iran

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...

Journal: :تحقیقات جغرافیایی 0
عادل سپهر دانشکده منابع طبیعی و محیط زیست، دانشگاه فردوسی مشهد

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 ...

Journal: :international journal of communications and information technology 2011
m. soroosh m. a. mansouri-birjandi

in this paper, we calculate electron and hole impactionization coefficients in in0.52al0.48as using a monte carlo modelwhich has two valleys and two bands for electrons and holesrespectively. also, we calculate multiplication factor for electronand hole initiated multiplication regimes and breakdown voltagein in0.52al0.48as pin avalanche photodiodes. to validate themodel, we compare our simulat...

Journal: :journal of industrial engineering, international 2005
s.s hashemin s.m.t fatemi ghomi

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...

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