Monte carlo simulation method

Abstract:

The sequential use of random numbers, to sample the values of probability variables, allows obtaining solutions to mathematical problems such as the Monte Carlo method, that allows to model stochastic parameters or deterministic based on random sampling. To justify the use of this method is needed knowing concepts such as the weak law of large numbers and the central boundary theorem.

Año de publicación:

2019

Keywords:

Fuente:

google

scopus