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  • Monte-Carlo Method

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    santzhu
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    The monte-carlo method is used to compute the mean of a function of random variables. It involves running simulations with random samples and taking the average of the results. This statistical method allows estimating a population characteristic through random sampling.

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    An article how to price derivatives.

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    Monte-Carlo method

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    The monte-carlo method is used to compute the mean of a function of random variables. It involves running simulations with random samples and taking the average of the results. This statistical method allows estimating a population characteristic through random sampling.

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    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
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    9 views1 page

    Monte-Carlo Method

    Uploaded by

    santzhu
    The monte-carlo method is used to compute the mean of a function of random variables. It involves running simulations with random samples and taking the average of the results. This statistical method allows estimating a population characteristic through random sampling.

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    The monte-carlo is a method that is used to compute the mean of a function of

    random variable.

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