Essays about: "Reverse Monte carlo method"

Found 2 essays containing the words Reverse Monte carlo method.

1. 1. Efficient Barrier Option Greeks using Automatic Differentation

   University essay from Lunds universitet/Matematisk statistik

   Author : Gustav Hedin; [2019]
   Keywords : Automatic Differentiation; Greeks; Barrier Option; Vibrato Monte Carlo; Mathematics and Statistics;

   Abstract : Automatic Differentiation (AD) is an effective method for calculation of derivatives. It can evaluate an unlimited number of derivatives to a fixed cost relative to the computing time of the original function. The AD technique is used in many fields for large and complex calculations in order to get accurate values of derivatives fast. READ MORE

3. 2. Optical Scattering Properties of Fat Emulsions Determined by Diffuse Reflectance Spectroscopy and Monte Carlo Simulations

   University essay from Institutionen för medicinsk teknik; Tekniska högskolan

   Author : Moeed Hussain; [2010]
   Keywords : Scattering properties; fat emulsions; optical phantoms; Diffuse Reflectance Spectroscopy; Monte Carlo Simulations; Reverse Monte carlo method; Clinoleic; Vasolipid; Intralipid; phase function.;

   Abstract : To estimate the propagation of light in tissue-like optical phantoms (fat emulsions), this thesis utilized the diffuse reflectance spectroscopy in combination with Monte Carlo simulations. A method for determining the two-parametric Gegenbauer-kernal phase function was utilized in order to accurately describe the diffuse reflectance from poly-dispersive scattering optical phantoms with small source-detector separations. READ MORE