Monte Carlo Methods for Security Pricing

2010 ◽  
pp. 185-238 ◽  
Author(s):  
P. Boyle ◽  
M. Broadie ◽  
P. Glasserman
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Security Pricing

Monte Carlo methods for security pricing

1997 ◽  
Vol 21 (8-9) ◽  
pp. 1267-1321 ◽  
Author(s):  
Phelim Boyle ◽  
Mark Broadie ◽  
Paul Glasserman
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Security Pricing

MODELING OF A TURBULENT ETHYLENE/AIR JET FLAME USING HYBRID FINITE VOLUME/MONTE CARLO METHODS

2009 ◽  
Vol 1 (1) ◽  
pp. 37-53 ◽  
Author(s):  
Ranjan S. Mehta ◽  
Anquan Wang ◽  
Michael F. Modest ◽  
Daniel C. Haworth
Keyword(s):  
Monte Carlo ◽  
Finite Volume ◽  
Monte Carlo Methods ◽  
Jet Flame ◽  
Air Jet
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