53 search results - page 3 / 11 » Multilevel Monte Carlo Path Simulation |
BIBE
2007
IEEE
13 years 11 months ago
2007
IEEE
Abstract-MCell is a Monte Carlo simulator of cell microphysiology, and the scalable variant can be used to study challenging problems of interest to the biological community. MCell...
JSAC
2010
13 years 3 months ago
2010
Abstract—In high density perpendicular magnetic recording channels, nonlinear transition shift (NLTS) is one of the distortions that can degrade the system performance. Write pre...
TSP
2010
13 years 3 days ago
2010
Abstract--The performance of existing moments-based nondata-aided (NDA) estimators of signal-to-noise ratio (SNR) in digital communication systems substantially degrades with multi...
GLOBECOM
2008
IEEE
13 years 5 months ago
2008
IEEE
We study the impact of the distribution of node locations on key properties of wireless networks. In particular, using Monte Carlo simulations we study in detail the behavior of av...
WSC
2004
13 years 6 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...