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» Introduction to Monte Carlo simulation
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WSC
2008
15 years 1 days ago
Valuation of variable annuity contracts with cliquet options in Asia markets
Variable annuities are very appealing to the investor. For example, in United States, sales volume on variable annuities grew to a record 184 billion in calendar year 2006. Howeve...
Ming-hua Hsieh
TWC
2008
97views more  TWC 2008»
14 years 9 months ago
Impact of Correlation on the Capacity of Multiple Access and Broadcast Channels with MIMO-MRC
Abstract--This paper investigates the capacity of multipleaccess and broadcast channels with MIMO-MRC systems in spatially correlated environments. We present new capacity approxim...
Raymond H. Y. Louie, Matthew R. McKay, Iain B. Col...
CCE
2010
14 years 7 months ago
Multi-scale methods and complex processes: A survey and look ahead
AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...
Angelo Lucia
CORR
2011
Springer
193views Education» more  CORR 2011»
14 years 1 months ago
ATC Taskload Inherent to the Geometry of Stochastic 4-D Trajectory Flows with Flight Technical Errors
—A method to quantify the probabilistic controller taskload inherent to maintaining aircraft adherence to 4-D trajectories within flow corridors is presented. Taskload is here d...
Vlad Popescu, John-Paul Clarke, Karen M. Feigh, Er...
ETT
2002
93views Education» more  ETT 2002»
14 years 9 months ago
Quantum simulation - rare event simulation by means of cloning, thinning and distortion
A method of rare event simulation, termed here quantum simulation, and known also (with some variations) as population Monte Carlo, and Sequential Markov Chain simulation, is appli...
R. G. Addie