Example: stock market
Monte Carlo Methods and Importance Sampling
This can be computed exactly by multiplying transition probability matrices together, or by employing the Baum (1972) algorithm (which you will learn about later), but it can also be approximated by Monte Carlo. It is simple to simulate genetic drift in a Wright-Fisher population; thus we can easily simulate values for X tgiven X 0 = x 0. Then ...
Download Monte Carlo Methods and Importance Sampling
Information
Domain:
Source:
Link to this page: