670 search results - page 30 / 134 » Introduction to Monte Carlo simulation |
101
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IPPS
2008
IEEE
15 years 4 months ago
2008
IEEE
The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov Chain Mont...
JAIR
2007
14 years 9 months ago
2007
Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be ...
109
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WSC
1998
14 years 11 months ago
1998
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, ...
WSC
2008
15 years 1 days ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
ICCAD
2007
IEEE
15 years 6 months ago
2007
IEEE
Constrained random simulation is the main workhorse in today’s hardware verification flows. It requires the random generation of input stimuli that obey a set of declaratively...