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116
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WSC
2007
15 years 4 months ago
2007
In this paper we describe a technique for efficient parallelization of digital wave guide network (DWN) models based on an interpretation of the finite difference time domain (F...
109
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WSC
2008
15 years 4 months ago
2008
For simulation practitioners, the common steps in a simulation modeling engagement are likely familiar: problem assessment, requirements specification, model building, verificatio...
101
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WSC
2008
15 years 4 months ago
2008
Complex systems consist of a large number of entities with their independent local rules and goals, along with their interactions. The effect of these properties tends to produce ...
113
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WSC
2004
15 years 3 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...
WSC
2000
15 years 3 months ago
2000
Parallel discrete event simulation (PDES) techniques have not yet made a substantial impact on the network simulation community because of the need to recast the simulation models...