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WSC
2001
13 years 7 months ago
More on a model curriculum for modeling and simulation
Roy E. Crosbie, John J. Zenor, Ralph C. Hilzer Jr.
WSC
2001
13 years 7 months ago
Spreadsheet simulation
"Spreadsheet simulation" refers to the use of a spreadsheet as a platform for representing simulation models and performing simulation experiments. This tutorial explain...
Andrew F. Seila
WSC
2001
13 years 7 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin