模拟法

一些比较成熟的数值计算方法对美式期权定价有局限性：如MonteCarlo模拟法是前导程序，而美式期权的边界是自由的，故MonteCarlo模拟法不能正确对其定价；

Some of relatively mature numerical methods cannot reasonably estimate American options . Because Monte-Carlo simulation is a forward induction procedure and boundary of American options is free , Monte-Carlo simulation is unable to correctly value American options .

将MonteCarlo模拟法与有限元技术结合，对基坑变形的稳定性进行可靠度分析，并通过重构响应面来提高MonteCarlo模拟法的计算效率。

Combining Monte Carlo simulation with finite element method , this paper gives a way to analyze the probability of the deformation stability of foundation pit . Response surface method is employed to improve the calculation efficiency of direct Monte Carlo simulation technique .

以Pb2+、p硝基苯酚为代表污染物，用实验室模拟法研究了有机膨润土在重金属有机物混合污染体系中的吸附行为。

The sorption behavior for organobentonites to sorb organic pollutants from metal-organic pollutant systems were investigated .

多余观测分量ri优化的机助模拟法

Computer-aid Simulated Optimization Method for the Abundant Observation Component γ _i

MonteCarlo模拟法与基坑变形的可靠度分析

Monte Carlo Simulation and Reliability Analysis on the Deformation of Foundation Pit

对分析法、历史模拟法和蒙特卡罗模拟法这三种国内计算VaR的主要方法进行了比较。

The analytical method , history simulation method and Monte Carlo Simulation are contrasted .

本文采用MonteCarlo模拟法，分析了钢筋混凝土柱强剪弱弯设计的可靠度。

On this basis the reliability of strong shear-weak bending design is analyzed using Monte Carlo simulation method .

用MonteCarlo计算机模拟法探讨光子噪声对照相颗粒度的影响

A study on the influence of photon noise on the photographic granularity by a Monte Carlo computer simulation technique

同时为了求解系统谐波畸变的水平，本文导出了一种更为直观的叠加方法&MonteCarlo模拟法。

Amore intuitive method of finding the de-gree of distortion caused by harmonics with the appli-cation of Monte-Carlo simulation is derived .

为了分析万能法轧制H型钢过程中不同接触区内摩擦力分布的规律，利用数值模拟法建立了H型钢的轧制模型。

In order to analyze the rules of friction distribution during universal rolling of H-Beam in different contact zone , rolling model of H-Beam was established using numerical simulation method .

应用N层变密度模型数学模拟法在苏浙皖地区得到了地壳&上地幔的七个界面，与已知资料颇为相符。

Interfaces in the part consisting of crust and upper mantle in Jiangsu-Zhejiang-Anhui area , which accord with interfaces of known data , were found using mathematical simulation method of N-layered variable density model .

将蒙特卡洛模拟法和灵敏度分析法相结合，以直流潮流为基础，建立了输电系统可用传输能力（ATC）计算的概率模型。

Based on a probabilistic model , a method to calculate the available transfer capability ( ATC ) is proposed .

通过严密平差处理，减弱了GIS不规则曲线数字化数据的误差影响，提高了数字化数据的精度，相对于模拟法理论上更加严密，方法更加简单，对研究GIS的数据质量控制具有实用参考价值。

It reduced the influence of digitized data error and improved precision by the strict adjustment . All the researches are of practical reference values to deal with data quality control problems in GIS .

并对近年来流行的算法，如快速概率积分法、MonteCarlo模拟法、响应面法等进行重点介绍。

An emphasis is focused on some popular algorithms , such as fast probability integration method , Monte Carlo simulation method and response surface method , and so on .

第三章对VAR模型的计算方法进行了改进，重点介绍了随机搜索化的德尔塔正态方法和蒙特卡罗模拟法的改进；

Chapter 3 improves the calculating method of VAR model . It introduces importantly the random searching delta-normal method and the improvement the Monte Carlo simulation method .

在众多计算VaR的方法中，历史模拟法以其概念直观、计算简单、容易实施等特点，被越来越广泛地应用到市场风险控管的实务性操作中。

Among them , Historical Simulation method has grown increasing popular in practice because it is very easy to be applied and also very intuitive to be understood .

因此，利用MonteCarlo模拟法可以有效地对在役的自增强圆筒进行可靠性评估。通过对Cr-Ni-Mo-V钢材进行模拟得出了一种适合于自增强厚壁圆筒的新的缺陷评定方法。

Therefore , Monte Carlo simulative method obtained by Cr-Ni-Mo-V simulation could be used to evaluate the reliability of self-reinforcement thick wall vessel under working .

本文选用历史模拟法方法计算不同条件下铜现货的VaR值，并用回顾测试对计算结果进行检验，作为质押率确定的依据。

This thesis calculated the VaR of copper under different conditions with historical simulation , and then checked the results with the review test , taking it as a basis for determining the rate pledge .

本文分析了Monte-Carlo模拟法的基本原理，建立了基于简化Bishop圆弧法的极限状态方程；

In the paper , the basic principle of Monte-Carlo simulation law is analyzed , and the limit state equation is set up on the basis of simplifying Bishop arc law .

采用X射线衍射分析技术和室内模拟法，研究了长期施钾对不同生态条件和不同轮作制度下黑土、塿土和灰漠土钾素固定的影响机理。

By using X-ray diffraction and laboratory simulation , this paper studied the effects of long-term potassium ( K ) fertilization on K fixation in black soil , loess soil , and grey desert soil under different ecological conditions and cropping systems .

首先采用解析法对变电站电气主接线进行可靠性分析，然后采用MonteCarlo模拟法对整个输电网进行故障采样模拟，最后得到整个输电网的可靠性指标。

First , this paper uses the analytical method to analyze the reliability of substation bus arrangement then simulates the unit fault in the whole transmission network by Monte-Carlo Simulation method , and at last obtains the reliability index .

为了选择一个合理而相对准确的计算电子直线加速器的感生放射性的方法，分析了的点源近似法、径迹长度法、吸收功率法、MonteCarlo模拟法的优缺点。

The induced radioactivity in an electron linac was analyzed using the Monte Carlo method and three traditional methods , the source term , the track-length calculation method , and the absorbed power scaling method , to calculate the saturation activity .

用计算机模拟法对Langlie试验程序的研究

Studies of Langlie procedure by use of computer simulation

通过对上海和深圳股票市场在分析法、历史模拟法和稳定分布三种模型下的VaR的返回检验，结果表明稳定分布下VaR模型能够较好的度量中国股票市场风险。

Through the backing test of Shanghai and Shenzhen stock market under the three model of analytical method , historical simulation method and stable distribution , the result shows the VaR model can measure the risk of stock market in China .

发现样本数据具有尖峰厚尾性质、自相关性和平稳性。采用历史模拟法、正态模型法、Laplace模型法、蒙塔卡洛模拟法和极值理论五种计算方法估计了沪深300指数的VaR。

We can find that the sample data has high peaks and fat tails properties.2.VaR of Hushen 300 index is estimated by Historical Simulation Method , Normal Model Method , Laplace Model Method , Monte Carlo Simulation Method , Extreme Value Theory .

通过比较国外各种MBS定价的方法，根据我国的具体情况，运用蒙特卡罗模拟法，对我国的住房抵押贷款证券化产品进行实证分析，建立自己的测算模型。

This paper compares various foreign MBS pricing method . Based on the specific conditions in China , the Monte Carlo simulation method is employed for studying the housing mortgage loan securitization products and establishing its own model .

核磁共振和分子模拟法研究三萜皂苷AnemosideA3在溶液中的三维结构

Determination of the three-dimensional structure of Anemoside A_3 in solution by NMR and molecular simulation

本文介绍了VaR的起源和定义，概述了VaR的三种主要计算方法：参数方法、历史模拟法和蒙特卡罗模拟法，并对这三种计算方法的优缺点做了简单的述评。

In this review , the origin and definition of VaR are introduced , and three main approaches to VaR computation ( i.e. , parametric approach , historical simulation and Monte Carol simulation ) together with their respective advantages and disadvantages are outlined and reviewed .

常用的VaR的度量方法有协方差矩阵法、历史模拟法、蒙特卡罗模拟法，而在实际中常遇到的两个问题是波动率的计算和投资组合VaR的计算问题。

There are three commonly used methods for calculating VaR : Variance-Covariance Approach ; Historical Simulation Approach and Monte Carlo Simulation . However , when it comes to practice , two problems we often meet are the volatility calculating and the dependent structure of a portfolio .

通过对传统逼近理想点法（TOPSIS）的改进，并与MonteCarle随机模拟法相结合，提出了决策信息&属性权重和属性值均为区间数的多属性决策方法。

By improving the traditional TOPSIS method and incorporating the Monte Carle simulation , a new method for multi-attribute decision-making with decision information such as attribute weight and attribute value in the form of interval numbers is presented .