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蒙特卡罗方法(Monte Carlo simulation)：舍选抽样法，复合分布的抽样方法，混合抽样
1 个回复 - 2264 次查看蒙特卡罗方法(Monte Carlo simulation)：舍选抽样法，复合分布的抽样方法，混合抽样法，近似抽样法（从数学理论的推导，典例讲解，代码等）主要内容介绍： 1.舍选抽样法（acceptance-rejection sampling）特例 ...2022-5-4 10:05 - Kathy-202109 - 现金交易版

VaR 蒙特卡罗模拟法+历史模拟法+Delta正态法用Excel实现
3 个回复 - 1392 次查看 VaR 蒙特卡罗模拟法+历史模拟法+Delta正态法 VaR-Monte-Carlo Simulation+Historical Simulation+Delta-Normal Method VaR 蒙特卡罗模拟法+历史模拟法+Delta正态法VaR-Monte-Carlo Simulation+Historica ...2022-2-13 20:22 - Lamarr-202110 - 现金交易版

【Python 金融】python for finance：讲义+代码
0 个回复 - 1257 次查看【Python 金融】python for finance：讲义+代码 Python for Finance code 1. Introduction and Installation of Python. pd 2. Using Python as an Ordinary Calculator pdf 3. Using python as a Financi ...2021-8-12 11:39 - Tiger-like - 现金交易版

【下载】 Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
16 个回复 - 6792 次查看 Title: Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition Author: Dani Gamerman and Hedibert F. Lopes [*]Hardcover: 344 pages [*]Publisher: Chapman and Hall/CR ...2013-3-1 10:44 - sorefany - 计量经济学与统计软件

Introductory Econometrics using Monte Carlo Simulation 计量经济学概论
1 个回复 - 405 次查看 Introductory Econometrics using Monte Carlo Simulation 计量经济学概论2022-8-26 22:12 - cxxabc_007 - 灌水吧

【经典教材系列】Monte Carlo Simulation with Applications to Finance
87 个回复 - 13966 次查看 2012年经典教材降价出售3天！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Monte Carlo ...2015-5-30 19:36 - wwqqer - 金融学（理论版）

Handbook in Monte Carlo Simulation
0 个回复 - 338 次查看 2022-8-17 23:28 - gioia73 - 灌水吧

Simulation and Monte Carlo with applications in finance and MCMC-Wiley
6 个回复 - 2463 次查看 This book provides an introduction to the theory and practice of Monte Carlo and Simulation methods. It arises from a 20 hour course given simultaneously to two groups of students. The first are ...2019-5-22 23:00 - dongdong1010 - 金融学（理论版）

Monte Carlo simulation in the stochastic analysis of non-linear systems
6 个回复 - 2439 次查看 Monte Carlo simulation in the stochastic analysis of non-linear systems2010-6-15 16:36 - qyfx770707 - 计量经济学与统计软件

[下载][分享]Monte Carlo Simulation方法（EXCEL程序）
25 个回复 - 10302 次查看 Monte Carlo Simulation方法（EXCEL程序）无意中发现的，用于计算期权价格的MC model，不知有没有人用过。看到有人在卖这个，不过我不知道是不是一样，反正大家免费下来用用看2008-4-5 22:23 - zhezhe326 - 计量经济学与统计软件

Simulation and the Monte Carlo Method, Third Edition
86 个回复 - 9654 次查看 Simulation and the Monte Carlo Method, Third Edition Wiley | English | 2017 | ISBN-10: 1118632168 | 432 pages | PDF | 6.94 mb by Reuven Y. Rubinstein (Author), Dirk P. Kroese (Author) This acce ...2017-2-4 22:20 - igs816 - 量化投资

【经典教材系列】Theory and Applications of Monte Carlo Simulations
105 个回复 - 9813 次查看经典教材2016年第二版，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。近千本好书等你来拿！详情请见：阅读指南。 [相关阅读] 【经典教材系列】（资 ...2016-1-5 03:19 - wwqqer - 金融学（理论版）

Markov Chains - Gibbs Fields, Monte Carlo Simulation and Queues 第2版
1 个回复 - 736 次查看求书： Markov Chains - Gibbs Fields, Monte Carlo Simulation and Queues 第2版（2020年版）谢谢!2023-3-7 13:16 - qgjtso111 - 经济金融数学专区

Monte Carlo simulations to the Libor Market Model by MATLAB
1 个回复 - 3180 次查看 Apply Monte Carlo simulations to the Libor Market Model stochastic differential equation to model the expected value of a three-month spot rate 10 years from now! % GIVEN CODES f = repmat(0.05,4 ...2011-4-30 04:23 - mrchild - 投资人（实务版）

Monte Carlo Simulation and Resampling Methods for Social Science
3 个回复 - 1628 次查看 There is no text like this that is geared toward a social science market. Author: Wendy K. Tam Cho Published On: 2013-06-18 [The] writing is direct and to the point... I can’t underemphasize tha ...2019-5-17 22:34 - phoezy - 经济金融数学专区

CRC 2011_Monte Carlo Simulation for the Pharmaceutical Industry
3 个回复 - 1551 次查看 Chapman& Hall/CRC Biostatistics Series V36.2011. Monte Carlo Simulation for the Pharmaceutical Industry: Concepts, Algorithms, and Case Studies.2011-6-10 18:49 - sunshine880607 - 计量经济学与统计软件

【学习笔记】Python金融大数据分析之第三章monte Carlo simulation+数理经济学 ...
2 个回复 - 924 次查看 Python金融大数据分析之第三章monte Carlo simulation+数理经济学基础之第十三章极大值函数及其对偶函数与包络定理2020-1-3 16:34 - beherrscher - Forum

统计物理学中的蒙特卡洛方法：A Guide to Monte Carlo Simulations in Statistical Ph
7 个回复 - 2905 次查看 A Guide to Monte Carlo Simulations in Statistical Physics, Second Edition2012-7-30 20:42 - kg209163 - 经济金融数学专区

求《Monte Carlo Simulation with Applications to Finance》这本书的solution manual
3 个回复 - 1521 次查看求《Monte Carlo Simulation with Applications to Finance》这本书的solution manual，谢谢！注意，是【solution manual】【solution manual】【solution manual】，不是textbook，textbook已有。2015-8-26 15:55 - skypine - 悬赏大厅

Monte Carlo Simulation：Its Status and Future
6 个回复 - 1873 次查看 Monte Carlo Simulation：Its Status and Future2018-12-13 15:39 - zlghs - 金融学（理论版）

2014 Using Monte Carlo Simulation to Support a Retail Real Estate Investment Dec
1 个回复 - 546 次查看 2014 Using Monte Carlo Simulation to Support a Retail Real Estate Investment Decision 69 Pages2018-12-20 16:58 - zlghs - 金融学（理论版）

求：Monte Carlo Simulation with Applications to Finance
2 个回复 - 1807 次查看 ~ Hui Wang (作者) [*]出版社: Chapman & Hall/CRC (2012年6月20日) [*]丛书名: Chapman & Hall/CRC Financial Mathematics Series [*]精装: 292页 [*]语种：英语 [*]ISBN: 1439858241 [*]条形码: 9781 ...2014-3-27 14:41 - 唐宋元清 - 悬赏大厅

LIBOR and Swap Market Models Monte Carlo Simulations
4 个回复 - 3747 次查看学习LMM模型的好材料。 LIBOR and Swap Market Models for Pricing Interest Rate Derivatives Monte Carlo Simulations Contents Dedication i Acknowledgements ii Abstract iii Introduction 1 1 Elem ...2011-1-12 16:35 - qh19810 - 金融学（理论版）

Monte Carlo Simulations using Stata进行蒙特卡罗运算
4 个回复 - 2975 次查看 Monte Carlo Simulations using Stata Oklahoma State University州立大学的Lee C. Adkins教授的课件，主要内容包括： Introduction Software Choices two methods used for simulation in Stata. some examp ...2018-2-9 10:41 - sulight - Stata专版

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
1 个回复 - 1358 次查看【作者(必填)】Anthonie van der Stoep[/backcolor]Lech A. Grzelak[/backcolor]Cornelis W. Oosterlee[/backcolor] 【文题(必填)】 The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simula ...2018-1-28 20:12 - Bumboo - 求助成功区

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
11 个回复 - 4721 次查看 2015-3-23 23:16 - reflets - winbugs及其他软件专版

Simulation and the Monte Carlo Method, Third Edition
13 个回复 - 3393 次查看 This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte ...2017-2-4 07:35 - nivastuli - 金融学（理论版）

Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues
10 个回复 - 4168 次查看纯粹的数学书，理论性的，不多介绍了，看各位是否需要。2010-3-2 22:22 - zcfmy - 经管书评

[分享] Rare Event Simulation using Monte Carlo Methods
14 个回复 - 6153 次查看 Rare Event Simulation using Monte Carlo MethodsWiley | 2009 | ISBN: 0470772697 | 280 pages | PDF | 1,5 MB In a probabilistic model, a rare event is an event with a very small probability of occurrence ...2009-4-6 14:44 - dwl001 - R语言论坛

Simulation and the Monte Carlo Method
2 个回复 - 1273 次查看 R.Y. Rubinstein and D.P. Kroese. Simulation and the Monte Carlo Method, Third Edition, John Wiley &Sons, 2017. 论坛上已经有了，我这里便宜出售，赚点小费。2017-8-7 22:11 - jdluxun - 计量经济学与统计软件

Practical Monte Carlo Simulation with Excel Part 1
54 个回复 - 4396 次查看 Practical Monte Carlo Simulation with Excel Part 1 : Basics and Standard Procedures by Akram Najjar English | 25 Jan. 2017 | ASIN: B01MRA6NJU | 193 Pages | PDF (conv) | 6.33 MB Monte Carlo Si ...2017-2-10 14:50 - igs816 - 量化投资

Practical Monte Carlo Simulation with Excel Part 2: Applications and Distributio
51 个回复 - 5457 次查看 Practical Monte Carlo Simulation with Excel Part 2: Applications and Distributions by Akram Najjar English | 25 Jan. 2017 | ASIN: B01N7WAUTD | 436 Pages | PDF (conv) | 15.93 MB Mon ...2017-2-11 17:28 - igs816 - 量化投资

【蒙特卡罗模拟】Monte carlo simulation in statistical physics An Introduction e5
1 个回复 - 1691 次查看发现论坛里似乎没有，就传上来了。不知道应该发到哪个板块，先暂时发这儿了，以下是preface The material presented in this book was born out of a series of lectures at a Summer School held at Figueira d ...2017-6-26 16:08 - ievans - R语言论坛

Monte-Carlo Simulation-Based Statistical Modeling
60 个回复 - 6011 次查看 Monte-Carlo Simulation-Based Statistical Modeling By Ding-Geng (Din) Chen, John Dean Chen English | PDF | 438 Pages | 2017 | ISBN : 9811033064 | 10.02 MB This book brings together expert researc ...2017-2-11 17:26 - igs816 - 量化投资

【下载】 Markov Chain Monte Carlo Simulation and their statistical analysis
11 个回复 - 3921 次查看 Title: Markov Chain Monte Carlo Simulation and their statistical analysis Author: Bernd A.Berg Press: World Scientific Press Pages: 379 Size: 14.7 M2009-8-12 13:37 - zhuzhu83 - 计量经济学与统计软件

如何在GAMS里做Monte Carlo simulation的
3 个回复 - 1542 次查看有没有高手知道如何在GAMS里做Monte Carlo simulation的？请教请教！！谢谢谢谢！2015-5-25 09:46 - 跃奇 - 悬赏大厅

[下载]Introductory Econometrics Using Monte Carlo Simulation with Microsoft Excel
5 个回复 - 2477 次查看 Introductory Econometrics Using Monte Carlo Simulation with Microsoft Excel Author: Humberto Barreto and Frank M. Howland, 20062009-5-5 00:11 - 081015042 - 计量经济学与统计软件

Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk
60 个回复 - 11466 次查看 An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Ca ...2014-6-22 08:16 - 大家开心 - 计量经济学与统计软件

Monte Carlo Simulation for High School Football Playoff Seed Projection
1 个回复 - 474 次查看【作者(必填)】R. Drew Pasteur, Michael C. Janning 【文题(必填)】Monte Carlo Simulation for High School FootballPlayoff Seed Projection 【年份(必填)】2011 【全文链接或数据库名称(选填)】http:// ...2016-4-19 10:24 - dliangfranklin - 求助成功区

(Wiley Series): Simulation and the Monte Carlo Method
16 个回复 - 7596 次查看包含Wiley Series中的 Simulation and the Monte Carlo Method (2ed) by Reuven Y. Rubinstein and Dirk P. Kroese Simulation and the Monte Carlo Method 目录 Preface. Acknowledgments. 1. Preliminarie ...2009-10-27 21:53 - temporarytemp - 计量经济学与统计软件

Using Monte Carlo Simulation to Calculate Match Importance: The Case of English
1 个回复 - 493 次查看【作者(必填)】JiriLahvicka 【文题(必填)】Using Monte Carlo Simulation to Calculate Match Importance: The Case of English Premier League 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2016-4-1 10:42 - dliangfranklin - 求助成功区

asymptotic theory and Monte Carlo simulations
6 个回复 - 1828 次查看 asymptotic theory and Monte Carlo simulationsMonte, theory, Carlo, asymptotic, simulations2009-10-8 12:58 - kuhasu - 文献求助专区

【悬赏】求Monte Carlo Simulation and Finance这本书的答案
1 个回复 - 877 次查看现在学习用到Monte Carlo Simulation and Finance这本书，McLeish, Don L. (Wiley, 2005).不过苦于没有课后题的答案，请各路大神相助！！！2016-1-28 13:58 - zyzhexuan - 金融学（理论版）

求 Monte Carlo simulation of infinite-dimensional integrals
3 个回复 - 1468 次查看【作者(必填)】Niu, Ben, 【文题(必填)】Monte Carlo simulation of infinite-dimensional integrals 【年份(必填)】2011 【全文链接或数据库名称(选填)】google scholar2013-4-1 14:22 - 凸集分离定理 - 求助成功区

Simulation and the Monte Carlo Method, Student Solutions Manual, by Rubinstein
4 个回复 - 2955 次查看 Simulation and the Monte Carlo Method, Student Solutions Manual Rubinstein, Reuven Y. Kroese, Dirk P. http://onlinelibrary.wiley.com/book/10.1002/9780470285312 有下，但没有帐号. Thank you v ...2012-11-7 01:58 - lehe - 悬赏大厅

Monte Carlo simulation and finance / Don L. Mcleish.
0 个回复 - 634 次查看 Monte Carlo simulation and finance / Don L. Mcleish. 英文原版2015-12-14 14:48 - cancerace - 灌水吧

一本模拟用的书- Simulation and Monte Carlo with Applications,Dagpunar -
27 个回复 - 5304 次查看 Simulation and Monte Carlo with Applications,Dagpunar John Wiley 我不知道这里有没有?反正大家都是学习，免费给大家2009-7-2 14:59 - Yuhanjlu - 计量经济学与统计软件

求助书籍，书名Monte Carlo Simulation and Resampling Methods for Social Science
0 个回复 - 1575 次查看 Monte Carlo Simulation and Resampling Methods for Social Science作者 Thomas M. Carsey University of North Carolina, Chapel Hill, USA Jeffrey J. Harden University of Colorado at Boulder © 20 ...2015-6-26 21:57 - 叶蕴锋 - 计量经济学与统计软件

【2013】Essentials of Monte Carlo Simulation
7 个回复 - 2568 次查看 Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models Nick T. Thomopoulos (Author) Publication Date: December 19, 2012 | ISBN-10: 1461460212 | ISBN-13: 978-146 ...2014-1-11 02:47 - leonkd - 计量经济学与统计软件

CDS和Monte Carlo simulation的几个问题
1 个回复 - 6973 次查看大家好，我现在在美国留学，在准备考CFA。刚注册这个论坛，希望能向大家学习。以下是我遇到的几个问题，还请不吝赐教。PS: 我的qq是1214877519，有兴趣讨论的同学我们也可以用qq联系。 1. 请问single-name CDS的payo ...2015-4-14 13:32 - win2044 - CFA Level 3 学习群组

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
4 个回复 - 1756 次查看 Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, D.Gamerman, H.F. Lopes, 2006 Does anyone know or have a copy to download? Thanks a lot!2012-11-14 11:41 - lehe - 悬赏大厅

(Wiley Finance 297)Monte Carlo Simulation In Finance
3 个回复 - 1895 次查看 2014-7-14 20:55 - 514050209 - 量化投资

求Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
1 个回复 - 1959 次查看如题，求Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference 我的邮箱是谢谢各位2009-12-16 15:10 - lanmeiaoxue - R语言论坛

jstor: A monte carlo simulation of human reproduction
1 个回复 - 781 次查看【作者(必填)】 John C. Barrett 【文题(必填)】 A Monte Carlo Simulation of Human Reproduction 【年份(必填)】 Genus, Vol. 25, No. 1/4 (1969), pp. 1-22 【全文链接或数据库名称(选填)】 http://www.js ...2015-2-1 19:31 - yinhezhiwang - 求助成功区

Monte Carlo Simulation study
1 个回复 - 1585 次查看本人正在学习SAS For Monte Carlo study，新手，感觉里面的SAS程序有些挺复杂的，还有就是因为我本科学应用数学，所以有些 quantitive techniques 没学过，想问一下有没有这方面学习经验的前辈指点一下，谢谢了！2015-1-18 17:04 - 15927053264 - SAS专版

monte carlo simulation 程序求助！
1 个回复 - 1246 次查看在通过montecarlo simulation做VaR预测。window size是250天，第251天的预测可以做出来， mu=mean(whole[1:250,1]) > sigma=sd(whole[1:250,1]) > e=array(20) > q=array() > for(k in 1:100){ + e=rnorm(20) ...2012-7-22 05:42 - cespiral - R语言论坛

The Monte Carlo Simulation Method for System Reliability and Risk Analysis
2 个回复 - 1335 次查看 Enrico Zio The Monte Carlo Simulation Method for System Reliability and Risk Analysis2014-11-29 10:17 - li_mao - 计量经济学与统计软件

Stochastic Simulation and Monte Carlo Methods
3 个回复 - 1417 次查看 Carl Graham Denis Talay Stochastic Simulation and Monte Carlo Methods Mathematical Foundations of Stochastic Simulation2014-10-23 19:59 - li_mao - 计量经济学与统计软件

Vorticity, Statistical Mechanics, and Monte Carlo Simulation
0 个回复 - 758 次查看 Chjan Lim Joseph Nebus Vorticity, Statistical Mechanics, and Monte Carlo Simulation2014-10-23 22:49 - li_mao - 计量经济学与统计软件

Simulation and the monte carlo methods
4 个回复 - 2051 次查看 Simulation and the monte carlo methods2014-7-30 13:37 - 等待曼荼罗 - 海外生活

Simulation and Monte Carlo with applications in finance and MCMC
0 个回复 - 2300 次查看 Simulation and Monte CarloWith applications in finance and MCMCJ. S. DagpunarSchool of MathematicsUniversity of Edinburgh, UK British Library Cataloguing in Publication DataA catalogue record f ...2014-7-30 06:38 - wh7064rg - 计量经济学与统计软件

Monte Carlo simulation of classical swine fever epdemics and control.II.Validati
1 个回复 - 1014 次查看【作者(必填)】 Karsten S,Rave G,Krieter J.Monte Carlo simulation of classical swine fever epdemics and control.II.Validation of the model[J].Vet Microbiol,2005,108(3/4):199-205c【文题(必填)】【年 ...2014-7-24 15:32 - 黄泽颖 - 求助成功区

sciencedirect:A Monte Carlo simulation to the performance of the R/S and V/S met
1 个回复 - 1092 次查看【作者(必填)】 [*]Ling-Yun He, , , , [*]Wen-Bin Qian 【文题(必填)】 A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application【年份(必 ...2014-7-8 23:45 - qijiongli - 求助成功区

Stochastic Simulation and Monte Carlo Methods
3 个回复 - 1962 次查看 Stochastic Modelling and Applied Probability Volume 68 2013 Stochastic Simulation and Monte Carlo MethodsMathematical Foundations of Stochastic SimulationAuthors: Carl Graham, [*]Denis Talay [*] ...2013-10-19 21:24 - longstreet - 计量经济学与统计软件

求：《Handbook in Monte Carlo Simulation》
8 个回复 - 1595 次查看全名：Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics ~ Paolo Brandimarte (作者) 出版社: Wiley-Blackwell (an imprint of John Wiley & Sons L ...2014-3-12 15:11 - 唐宋元清 - 悬赏大厅

Handbook in Monte Carlo Simulation
1 个回复 - 1586 次查看【作者(必填)】Paolo Brandimarte 【文题(必填)】Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics 【年份(必填)】2014 【全文链接或数据库名 ...2014-5-25 08:24 - lipj - 文献求助专区

如何用SAS实现 Monte-carlo simulation ？
10 个回复 - 5925 次查看我用的数据是32个省自治区(划分为8个大的区域)，1980-2004年的panel data, 自变量是“x1,x2,x3,x4”，因变量是“各省市GDP”。我想用 Monte-carlo simulation techniques，分析自变量x1,x2,x3,x4 对8个大的区域GDP的 ...2009-7-22 14:29 - liujie040303128 - SAS专版

Monte Carlo simulation
1 个回复 - 1773 次查看各位同学老师，帮我看下这个程序为什么会出现 conformability error 多谢了：） local s=28mat agg_i=I(28)while `s'>=1{local ss=1+int((`s'-2)*uniform())mat agg_i[1, `ss']=agg_i[...., `ss']+agg_i[...., ...2014-4-12 15:02 - XIEShichen - Stata专版

Book Review: A Guide to Monte Carlo Simulations in Statistical Physics
1 个回复 - 1552 次查看作者：Rapaport D C 题名：Book Review: A Guide to Monte Carlo Simulations in Statistical Physics 出版社：Cambridge University Press 日期：20012014-4-9 13:36 - dz1 - 悬赏大厅

Monte Carlo Simulation and Numerical Integration
15 个回复 - 5238 次查看 Monte Carlo Simulation and Numerical Integration（英文）2006-5-5 01:48 - DreadNight - 计量经济学与统计软件

求：Monte Carlo Simulation Methodology for the Reliability of Aircraft Structure
0 个回复 - 760 次查看 ~ Andreas Rambalakos (作者) [*]出版社: VDM Verlag (2008年7月1日) [*]平装: 168页 [*]语种：英语 [*]ISBN: 3836473488 [*]条形码: 97838364734842014-3-27 08:54 - 唐宋元清 - 悬赏大厅

求：《Solutions Manual to Accompany Simulation and the Monte Carlo Method 》
4 个回复 - 1666 次查看全名：Solutions Manual to Accompany Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics) ~ Dirk P. Kroese (作者), Thomas Taimre (作者), Zdravko I. Botev (作者), Re ...2014-3-3 13:57 - 唐宋元清 - 求助成功区

［免费下载］Monte Carlo Simulation and Numerical Integration
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ebook TheoryApplicationsMonteCarloSimulations
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eslevier Monte Carlo simulations of a trader-based market model
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