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Home > chinese-english > "蒙特卡罗模拟法" in English

English translation for "蒙特卡罗模拟法"

monte carlo method
Example Sentences:
1.Research on monte carlo computer - aided tolerance analysis
基于蒙特卡罗模拟法的计算机辅助公差分析
2.The var model could be formulated hi 3 ways : historical stimulation method , variance - covariance approach and monte - carlo simulation
Var模型的建立有历史模拟法、方差?协方差法和蒙特卡罗模拟法,本文在j
3.Based on the fractals of the capital market , this paper derives a fractional geometric brownian motion model for the stock price . this paper constructs a formula for option pricing on the basis of the fractional brownian motion model . on the one hand , this paper draws on the latest researches in this field : the explicit formula for european option pricing ? the fractional brownian motion formula for option pricing ; on the other hand , the analytical solution is derived through the monte carlo simulation
基于资本市场的分形特性,本文接着推导出股票价格变化的几何分数布朗运动模型;随后,在该模型的基础上,本文研究了在分数布朗运动环境下的期权定价模型,一方面引用了国际上最新的研究成果:在分数black - scholes完全市场下,欧式期权定价的显式公式-分数black - scholes期权定价公式;另一方面,又运用蒙特卡罗模拟法,通过模拟股票价格变化的路径并进行贴现,得出了欧式期权价格的数值解。
4.The pictures of probabilistic characteristic in both sides of impendence matching balance transformers are drawn , and probabilistic density figures are also given . the simulation model of shaoshan 4 electrical tractor is raised , at the same time facing the restriction of probabilistic method , the paper raised that using monte carlo simulation absorbed harmonics currents of the model of electrical tractor and simulated the superposition of low harmonics currents . through compared with real time data , the monte carlo simulation can be confirmed , and the breakthrough point of restriction of using probabilistic method is discussed
为了有效模拟机车在运行中所产生的谐波电流,本文在matlab的平台空间中建立了韶山4型电力机车的仿真模型,导入到matlab运算程序中,对低次谐波电流叠加进行模拟,从而证实了蒙特卡罗模拟法仍然是目前较为可靠可行的方法,同时讨论了在电牵引系统中针对低次多谐波源叠加使用基于中心极限定理的概率分析方法必须使用相关参数进行修正,即需要和电力机车的带电运行方式有机的结合在一起。
5.In this paper , the path of non - performing loan ratio changing in one year is simulated by monte carlo simulation approach , then the criterion of choosing optimum path is expounded in theory . finally , the whole paper is summed up and some suggestions are presented to improve the demonstration
本文的实证部分就是运用var计算方法中的蒙特卡罗模拟法来预测不良贷款率,在蒙特卡罗模拟法中采用了三种随机过程来模拟不良贷款率在一年中的变化路径,通过预测得到不良贷款率的var值,并从理论上阐述了选择最佳变化路径的标准。
Similar Words:
"蒙特卡罗分析法" English translation, "蒙特卡罗歌剧院" English translation, "蒙特卡罗技巧" English translation, "蒙特卡罗静校正算法" English translation, "蒙特卡罗模拟" English translation, "蒙特卡罗模拟法;统计验证法" English translation, "蒙特卡罗托" English translation, "蒙特卡罗雪佛兰" English translation, "蒙特卡罗研究" English translation, "蒙特卡罗优化" English translation