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IOR
2006
192views more  IOR 2006»
15 years 2 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
144
Voted
HPCA
2008
IEEE
16 years 3 months ago
Gaining insights into multicore cache partitioning: Bridging the gap between simulation and real systems
Cache partitioning and sharing is critical to the effective utilization of multicore processors. However, almost all existing studies have been evaluated by simulation that often ...
Jiang Lin, Qingda Lu, Xiaoning Ding, Zhao Zhang, X...
177
Voted
HPCA
2002
IEEE
16 years 3 months ago
Using Complete Machine Simulation for Software Power Estimation: The SoftWatt Approach
Power dissipation has become one of the most critical factors for the continued development of both high-end and low-end computer systems. The successful design and evaluation of ...
Sudhanva Gurumurthi, Anand Sivasubramaniam, Mary J...
VALUETOOLS
2006
ACM
167views Hardware» more  VALUETOOLS 2006»
15 years 8 months ago
Detailed cache simulation for detecting bottleneck, miss reason and optimization potentialities
Cache locality optimization is an efficient way for reducing the idle time of modern processors in waiting for needed data. This kind of optimization can be achieved either on the...
Jie Tao, Wolfgang Karl
INFOCOM
2005
IEEE
15 years 8 months ago
Perfect simulation and stationarity of a class of mobility models
— We define “random trip", a generic mobility model for independent mobiles that contains as special cases: the random waypoint on convex or non convex domains, random wa...
Jean-Yves Le Boudec, Milan Vojnovic