Sciweavers

11 search results - page 2 / 3
» wsc 1993
Sort
View
WSC
2007
13 years 7 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
WSC
1998
13 years 6 months ago
Bayesian Model Selection when the Number of Components is Unknown
In simulation modeling and analysis, there are two situations where there is uncertainty about the number of parameters needed to specify a model. The first is in input modeling w...
Russell C. H. Cheng
WSC
1997
13 years 6 months ago
Model-Driven Simulation of World-Wide-Web Cache Policies
The World Wide Web (WWW) has experienced a dramatic increase in popularity since 1993. Many reports indicate that its growth will continue at an exponential rate. This growth has ...
Ying Shi, Edward Watson, Ye-Sho Chen
WSC
2000
13 years 6 months ago
Using simulation and critical points to define states in continuous search spaces
Many artificial intelligence techniques rely on the notion ate" as an abstraction of the actual state of the nd an "operator" as an abstraction of the actions that ...
Marc S. Atkin, Paul R. Cohen
WSC
1997
13 years 6 months ago
MedModel - Healthcare Simulation Software
In response to the expressed needs of MedModel users, PROMODEL Corporation has made substantial improvements in its MedModel healthcare simulation software. Beginning with its inc...
Steve H. Denney