1530 search results - page 53 / 306 » Monte-Carlo simulation balancing |
91
Voted
ASPDAC
1999
ACM
15 years 5 months ago
1999
ACM
In the past two decades, the simulated annealing technique has been considered as a powerful approach to handle many NP-hard optimization problems in VLSI designs. Recently, a new...
101
Voted
WSC
2004
15 years 2 months ago
2004
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...
91
Voted
WSC
2007
15 years 3 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
88
Voted
DAC
2005
ACM
15 years 2 months ago
2005
ACM
In this paper, we analyze the effect of jitter in track and hold circuits. The output spectrum is obtained in terms of the system function of the track and hold. It is a fairly g...
74
Voted
WSC
2004
15 years 2 months ago
2004
Staffing decisions in a consumer credit origination environment have a significant impact on the financial institution's costs as well as customer service levels. Staff resou...