A stochastic model of the resistive switching mechanism in bipolar oxide-based resistive random access memory (RRAM) is presented. The distribution of electron occupation probabili...
Alexander Makarov, Viktor Sverdlov, Siegfried Selb...
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Abstract. The Monte-Carlo Tree Search algorithm has been successfully applied in various domains. However, its performance heavily depends on the Monte-Carlo part. In this paper, w...