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Simulation Monte Carlo methods in extended stochastic volatility models

✍ Scribed by Miroslav Šimandl; Tomáš Soukup


Book ID
111661259
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
143 KB
Volume
11
Category
Article
ISSN
1055-615X

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📜 SIMILAR VOLUMES


A rapidly convergent simulation method:
✍ Frank Guarnieri; W. Clark Still 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 757 KB

Although Monte Carlo and molecular dynamics are the primary methods used for free energy simulations of molecular systems, their application to molecules that have multiple conformations separated by energy barriers of 2 3 kcal/mol is problematic because of slow rates of convergence. In this article