最后，针对蒙特卡洛模型的上述缺陷我们提出了的两点改进方案，一、假设合约价格变化服从merton提出的跳跃扩散过程，以便捕捉收益率序列的厚尾特征。
Finally we propose two improvements to the Monte Carlo model, on one hand we assume price changes follows jump-diffusion process in order to capture the fat-tail feather of the yields sequence.
建立一个工期和费用估计的随机网络模型，说明应用蒙特卡洛模拟进行工期和费用风险分析的原理及方法。
A stochastic network model is built by use of the theory and method of Monte Carlo Simulation, with a view to analyzing the risk of the time limit for project and its cost.
为了提高装备战损模拟的效率，以蒙特卡洛方法为基础，构建了关于装备战损的解析模型。
In order to improve the efficiency of equipment battlefield damage simulation, an analytic model of battlefield damage is constructed based on Monte Carlo method.
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