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CISSE
2007
Springer
15 years 7 months ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
GI
2007
Springer
15 years 9 months ago
A Discrete Event Simulation Framework for Agent-Based Modelling of Logistic Systems
: Agent-based simulation can be viewed as methodical advancement and generalization of microscopic modelling styles in object-oriented and discrete event simulation well suited for...
Bernd Page, Nicolas Knaak, A. Kruse
DATE
2005
IEEE
155views Hardware» more  DATE 2005»
15 years 8 months ago
RTK-Spec TRON: A Simulation Model of an ITRON Based RTOS Kernel in SystemC
This paper presents the methodology and the modeling constructs we have developed to capture the real time aspects of RTOS simulation models in a System Level Design Language (SLD...
M. Abdelsalam Hassan, Keishi Sakanushi, Yoshinori ...
IRI
2008
IEEE
15 years 9 months ago
Data component based management of reservoir simulation models
The management of reservoir simulation models has been an important need of engineers in petroleum industry. However, due to data sharing among reservoir simulation models, data r...
Cong Zhang, Amol Bakshi, Viktor K. Prasanna
ENTCS
2010
97views more  ENTCS 2010»
15 years 16 days ago
A Framework for Modelling and Simulating Networks of Cells
Several complex biological phenomena are to be modelled in terms of a large and dynamic network of compartments, where the interplay between inter-compartment and intra-compartmen...
Sara Montagna, Mirko Viroli