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COMSUR
2008
169views more  COMSUR 2008»
13 years 4 months ago
Peer-to-peer-based resource discovery In global grids: A tutorial
Efficient Resource discovery mechanism is one of the fundamental requirement for Grid computing systems, as it aids in resource management and scheduling of applications. Resource...
Rajiv Ranjan, Aaron Harwood, Rajkumar Buyya
IOR
2008
91views more  IOR 2008»
13 years 4 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...
IOR
2006
192views more  IOR 2006»
13 years 4 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya