On improving the least squares Monte Carlo option valuation method
β Scribed by Nelson Areal; Artur Rodrigues; Manuel R. Armada
- Book ID
- 106514058
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 446 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1380-6645
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The importance ~mpling method is applied to the least SXJUZIXS solution of the Schrtidinger equation, using the sphericaS facssian orbital to sekct points. Application to the helium atom gives good results with relatively few points.
## Abstract In this article the adaptation of the Empirical Conformational Energy Program for Peptides (ECEPP/3) and two conformational search methods [viz., the Monte Carlo minimization (MCM) method and the electrostatically driven Monte Carlo (EDMC) method] to the Kendall Square Research KSR1 com