monte carlo importance sampling method montecarlo重要抽样法
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
在期权定价的蒙特卡罗模拟中，重要性抽样是一种有效的方差减小技术。
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和蒙特卡罗模拟方法得到一高斯分布来近似未知状态变量的后验分布。
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的度量，使用重要抽样方法要优于简单蒙特卡罗方法。
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