Abstract The pricing of options has been a very important problem encountered in financial engineering since the advent of organized option trading in 1973. As more computation has been applied to finance-related problems, finding efficient implemen
Monte Carlo methods Monte Carlo means using random numbers in scientific computing. More precisely, it means using random numbers as a tool to compute something that is not random. For example1 , let X be a random variable and write its expected valu
关于电脑围棋(computer go)的很不错的介绍（PPT格式，英文） Computer Go (CG) overview Rules of the game History and main obstacles Best programs and competitions Classical approach: divide and conquer Conceptual evaluation function Global move generation Combinatorial-gam
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though originating in phy
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics. Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Enginee
