257 search results - page 12 / 52 » McPOWER: a Monte Carlo approach to power estimation |
WSC
2007
14 years 11 months ago
2007
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
MCS
2007
Springer
14 years 9 months ago
2007
Springer
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
WSC
2004
14 years 10 months ago
2004
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
WCE
2007
14 years 10 months ago
2007
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
Estimating the coefficients of a noisy polynomial phase signal is important in many fields including radar, biology and radio communications. One approach to estimation attempts...