• Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.

    期权定价蒙特卡罗模拟中,重要性抽样一种有效方差减小技术

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  • A single Gaussian distribution is obtained to approximate the posterior distribution of state parameters based on sequential importance sampling and Monte Carlo methods.

    通过基于重要性采样蒙特卡罗模拟方法得到高斯分布近似未知状态变量验分布。

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  • Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.

    因此对于组合信用风险度量使用重要抽样方法优于简单蒙特卡罗方法。

    youdao

  • Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.

    因此对于组合信用风险度量使用重要抽样方法优于简单蒙特卡罗方法。

    youdao

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