Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...
Computer simulation is an appealing approach for the reliability analysis of structure-based software systems as it can accommodate important complexities present in realistic sys...
LABATCH.2 is a collection of computer programs available in C, FORTRAN, and SIMSCRIPT II.5 by anonymous ftp, at http://www.or.unc.edu/gfish/labatch.2.html. It performs statistical...
—This paper presents an auxiliary model based stochastic gradient parameter estimation algorithm for multiinput output-error systems by minimizing a quadratic cost function. The ...