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WSC
1998
9 years 3 months ago
Accelerated Simulation for Pricing Asian Options
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Felisa J. Vázquez-Abad, Daniel Dufresne
WSC
1998
9 years 3 months ago
A Parametric Version of Jackknife-after-Bootstrap
In this paper, we investigate the problem of deriving precision estimates for bootstrap quantities within parametric families. Efron's [1992] jackknife-after-bootstrap is a s...
Jin Wang
WSC
1998
9 years 3 months ago
An Integration Test-bed System for Supply Chain Management
This paper proposes an integration test-bed system for supply chain management, which forms the foundation for the construction of a valued manufacturing chain. The core system of...
Shigeki Umeda, Albert Jones
WSC
1998
9 years 3 months ago
Modeling Curbside Vehicular Traffic at Airports
We describe the use of discrete event simulation in modeling the curbside vehicular traffic at airports. The dynamic nature of vehicular traffic poses a challenge in developing a ...
Cenk Tunasar, Gloria Bender, Holland Yung
WSC
1998
9 years 3 months ago
Assessment of Simulation Models Based on Trace-File Analysis: A Metamodeling Approach
Many important characteristics of simulation models, including queuing models, can be investigated by the use of metamodels. Problems in qualitative analysis such as analyzing mod...
Juri Tolujev, Peter Lorenz, Daniel Beier, Thomas J...
WSC
1998
9 years 3 months ago
A Practical Module-Based Simulation Model for Transportation-Inventory Systems
A method of modeling transportation-inventory systems is proposed in an attempt to flexibly describe the systems in which a lot of kinds of items are ordered to transport, transpo...
Soemon Takakuwa
WSC
1998
9 years 3 months ago
Simulation and Production Planning for Manufacturing Cells
Simulation is used to verify the feasibility of the design of manufacturing cells. The cell design, which combines new and existing machines in a component manufacture, is present...
Shahram Taj, David S. Cochran, James W. Duda, Joch...
WSC
1998
9 years 3 months ago
Simulation-based Production Control in the Semiconductor Industry
The article deals with the development of simulation models for the semiconductor industry at the Technical University of Ilmenau. Hereby, the main focus is set on the development...
Matthias Thiel, Roland Schulz, Peter Gmilkowsky
WSC
1998
9 years 3 months ago
Internet-based Simulation using Off-the-shelf Simulation Tools and HLA
The United States Department of Defense's High Level Architecture for Modeling and Simulation (HLA) provides a standardized interface for distributed simulations. The recent ...
Steffen Straßburger, Thomas Schulze, Ulrich ...
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