以净现值法为基础,应用蒙特卡罗原理,提出了在石油产量和市场油价随机变动条件下石油勘探项目实物期权应用模型中不同阶段的波动率参数估算方法。
On the basis of traditional net present value method and Monte Carlo theory, a method for calculating the stage volatilities in the petroleum real option model was given.
运用蒙特卡罗方法,模拟了不同条件下的物理气相淀积薄膜生长过程。
The simulation of physical vapor deposition by Monte Carlo method using a new physical model is presented in this paper.
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