
A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge 评分:
The normal inverse Gaussian process has been used to model both stock returns and interest rate processes. Although several numerical methods are available to compute, for instance, VaR and derivatives values, these are in a relatively undeveloped state compared to the techniques available in the Ga
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A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge
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A Randomized QuasiMonte Carlo Simulation Method for Markov Chains
资源是OperationsResearch上很经典的一篇论文，希望对大家有所帮助
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Modeling Window Glass Cracking Behavior Exposed to Radiation by Monte Carlo Method
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