This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
The use of the World Wide Web and Java-based mobile code provides new opportunities for distributed simulation. First, the infrastructure provided by the Internet eliminates the n...
Recent trends in sensor network simulation can be divided between less flexible but accurate emulation based approach and more generic but less detailed network simulator models....
In this research, we investigate how well Weibull, Gamma, and special bimodal distribution are suited as an alternative to the exponential distribution approach in the stochastic ...
Small-sized and micro-robots will soon be available for deployment in large-scale forces. Consequently, the ability of a human operator to coordinate and interact with largescale ...
Donald D. Dudenhoeffer, David J. Bruemmer, Midge L...