4110 search results - page 10 / 822 » Performance modeling using Monte Carlo simulation |
82
Voted
DATE
2008
IEEE
15 years 6 months ago
2008
IEEE
A new algorithm is presented that combines performance and variation objectives in a behavioural model for a given analogue circuit topology and process. The tradeoffs between per...
99
Voted
WSC
2008
15 years 2 months ago
2008
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
101
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WSC
2007
15 years 2 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...
FPL
2008
Springer
15 years 1 months ago
2008
Springer
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
100
Voted
CSC
2009
15 years 23 days ago
2009
Small-world networks have become an important model for understanding many complex phenomena in science and in sociological contexts. One tool for exploring the critical and phase...